+53.7%
TXN vs QS
-75.4%
+129.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.0% | -5.0% | +6.9% | +2.6% |
| 30D | -8.0% | -18.3% | +10.3% | -5.7% |
| 3M | -7.8% | -26.0% | +18.2% | -4.6% |
| 6M | +32.4% | -24.0% | +56.5% | +36.0% |
| YTD | +51.7% | -50.3% | +102.0% | +62.7% |
| 1Y | +44.3% | -38.0% | +82.3% | +47.6% |
| 3Y | +71.3% | -24.6% | +95.9% | +55.7% |
| All | +53.7% | -75.4% | +129.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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