+553.0%
TXN vs QSR
+203.9%
+349.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.0% | -4.7% | +6.7% | +3.5% |
| 30D | -8.0% | +4.3% | -12.3% | -9.4% |
| 3M | -7.8% | +5.4% | -13.2% | -9.8% |
| 6M | +32.4% | +8.2% | +24.3% | +28.0% |
| YTD | +51.7% | +14.1% | +37.6% | +43.6% |
| 1Y | +44.3% | +28.1% | +16.2% | +31.0% |
| 3Y | +71.3% | +25.3% | +46.0% | +54.5% |
| 5Y | +56.4% | +40.4% | +16.0% | +34.5% |
| 10Y | +410.2% | +132.4% | +277.8% | +265.8% |
| All | +553.0% | +203.9% | +349.1% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling