+20,419.5%
TXN vs PPG
+2,572.2%
+17,847.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | +2.0% | -5.1% | +7.1% | +4.7% |
| 30D | -8.0% | -9.6% | +1.6% | -3.3% |
| 3M | -7.8% | -6.4% | -1.3% | -5.0% |
| 6M | +32.4% | +0.5% | +31.9% | +30.6% |
| YTD | +51.7% | +4.4% | +47.3% | +46.4% |
| 1Y | +44.3% | -0.9% | +45.2% | +42.9% |
| 3Y | +71.3% | -17.0% | +88.2% | +84.3% |
| 5Y | +56.4% | -23.7% | +80.1% | +71.7% |
| 10Y | +410.2% | +25.9% | +384.4% | +317.5% |
| All | +20,419.5% | +2,572.2% | +17,847.2% | +4,464.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling