+98.2%
TXN vs PRU
+20.7%
+77.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | +10.5% | +8.5% | +2.0% | +9.1% |
| 3M | +10.7% | +1.7% | +8.9% | +10.7% |
| 6M | +5.1% | +24.8% | -19.7% | -1.3% |
| YTD | +82.5% | +13.3% | +69.2% | +77.9% |
| 1Y | +98.2% | +21.4% | +76.8% | +82.4% |
| All | +98.2% | +20.7% | +77.4% | +82.4% |
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