+99.7%
TXN vs RACE
+10.6%
+89.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.9% |
| 7D | +1.0% | +9.9% | -8.9% | -0.3% |
| 30D | +6.1% | +12.8% | -6.7% | +4.4% |
| 3M | +10.4% | +7.4% | +3.0% | +9.3% |
| 6M | +12.6% | +27.6% | -15.0% | +8.6% |
| YTD | +83.5% | +18.4% | +65.1% | +78.1% |
| 1Y | +99.7% | +9.5% | +90.2% | +101.4% |
| All | +99.7% | +10.6% | +89.2% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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