+483.2%
TXN vs PR
+169.5%
+313.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | -0.1% | +2.9% | -3.0% | -0.3% |
| 30D | -6.9% | +18.0% | -25.0% | -8.2% |
| 3M | -14.9% | +16.9% | -31.8% | -16.1% |
| 6M | +29.0% | +28.2% | +0.8% | +26.1% |
| YTD | +51.5% | +69.3% | -17.9% | +44.8% |
| 1Y | +41.6% | +69.5% | -27.9% | +35.2% |
| 3Y | +65.8% | +81.7% | -15.9% | +56.7% |
| 5Y | +56.8% | +422.2% | -365.4% | +37.2% |
| 10Y | +387.5% | +110.4% | +277.1% | +368.7% |
| All | +483.2% | +169.5% | +313.7% | +455.0% |
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