+84.9%
TXN vs PWR
+400.1%
-315.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | -3.8% | -11.2% | +7.4% | +0.2% |
| 30D | +6.4% | -17.4% | +23.8% | +13.6% |
| 3M | +7.7% | -11.7% | +19.4% | +11.9% |
| 6M | +5.5% | -21.7% | +27.2% | +14.3% |
| YTD | +77.0% | +38.3% | +38.7% | +55.0% |
| 1Y | +91.2% | +29.6% | +61.6% | +71.1% |
| 3Y | +121.5% | +236.1% | -114.6% | +29.8% |
| 5Y | +84.9% | +406.3% | -321.4% | -12.0% |
| All | +84.9% | +400.1% | -315.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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