+528.9%
TXN vs PR
+152.6%
+376.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -7.8% | -16.4% | +8.6% | -6.5% |
| 30D | -3.6% | -1.9% | -1.7% | -3.4% |
| 3M | +0.1% | +8.0% | -7.8% | -0.6% |
| 6M | -3.2% | +4.1% | -7.3% | -3.8% |
| YTD | +63.4% | +58.7% | +4.7% | +56.8% |
| 1Y | +75.6% | +75.8% | -0.2% | +67.2% |
| 3Y | +104.0% | +73.2% | +30.9% | +93.6% |
| 5Y | +65.0% | +230.1% | -165.1% | +48.1% |
| 10Y | +437.9% | +67.4% | +370.6% | +416.1% |
| All | +528.9% | +152.6% | +376.4% | +501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling