+76.5%
TXN vs QSR
+25.8%
+50.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +4.0% | -4.0% | +8.0% | +4.8% |
| 30D | -2.9% | +2.8% | -5.6% | -3.5% |
| 3M | -9.1% | +5.1% | -14.2% | -10.4% |
| 6M | +36.6% | +8.8% | +27.8% | +33.4% |
| YTD | +57.5% | +14.8% | +42.7% | +51.1% |
| 1Y | +49.5% | +25.7% | +23.8% | +39.5% |
| 3Y | +76.5% | +27.5% | +49.0% | +61.3% |
| All | +76.5% | +25.8% | +50.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling