+99.7%
TXN vs QSR
+23.8%
+75.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.2% |
| 7D | +1.0% | +5.2% | -4.2% | +1.1% |
| 30D | +6.1% | +12.2% | -6.0% | +6.0% |
| 3M | +10.4% | +7.0% | +3.3% | +10.2% |
| 6M | +12.6% | -0.3% | +12.9% | +14.3% |
| YTD | +83.5% | +18.0% | +65.5% | +81.0% |
| 1Y | +99.7% | +22.6% | +77.1% | +94.3% |
| All | +99.7% | +23.8% | +75.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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