+44.3%
TXN vs RACE
-13.6%
+57.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.3% |
| 7D | +2.0% | -2.2% | +4.2% | +2.3% |
| 30D | -8.0% | -0.4% | -7.6% | -7.9% |
| 3M | -7.8% | +17.9% | -25.7% | -9.9% |
| 6M | +32.4% | +19.3% | +13.1% | +28.6% |
| YTD | +51.7% | +11.9% | +39.8% | +48.3% |
| 1Y | +44.3% | -12.7% | +57.0% | +44.6% |
| All | +44.3% | -13.6% | +57.9% | +44.6% |
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