+99.7%
TXN vs PRU
+27.9%
+71.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.9% | -1.3% |
| 7D | +1.0% | +9.8% | -8.7% | -0.4% |
| 30D | +6.1% | +11.6% | -5.4% | +4.2% |
| 3M | +10.4% | +3.7% | +6.7% | +9.9% |
| 6M | +12.6% | +33.0% | -20.4% | +4.0% |
| YTD | +83.5% | +16.6% | +66.9% | +77.7% |
| 1Y | +99.7% | +26.9% | +72.8% | +81.0% |
| All | +99.7% | +27.9% | +71.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling