+76.5%
TXN vs PPG
-17.4%
+93.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +4.0% | -6.2% | +10.2% | +7.9% |
| 30D | -2.9% | -7.9% | +5.1% | +1.9% |
| 3M | -9.1% | -10.2% | +1.1% | -3.7% |
| 6M | +36.6% | +2.7% | +34.0% | +31.7% |
| YTD | +57.5% | +4.9% | +52.6% | +48.3% |
| 1Y | +49.5% | -3.2% | +52.7% | +48.6% |
| 3Y | +76.5% | -17.0% | +93.5% | +82.0% |
| All | +76.5% | -17.4% | +93.9% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling