+57.2%
TXN vs PR
+433.6%
-376.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | -6.9% | +18.0% | -25.0% | -9.9% |
| 3M | -14.9% | +16.9% | -31.8% | -17.7% |
| 6M | +29.0% | +28.2% | +0.8% | +22.1% |
| YTD | +51.5% | +69.3% | -17.9% | +35.4% |
| 1Y | +41.6% | +69.5% | -27.9% | +26.2% |
| 3Y | +65.8% | +81.7% | -15.9% | +43.3% |
| All | +57.2% | +433.6% | -376.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling