+624.2%
TXN vs RACE
+658.9%
-34.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -7.8% | +5.1% | -12.9% | -9.6% |
| 30D | -3.6% | +7.7% | -11.2% | -6.4% |
| 3M | +0.1% | +2.2% | -2.1% | -1.0% |
| 6M | -3.2% | +23.8% | -27.0% | -12.4% |
| YTD | +63.4% | +13.9% | +49.5% | +51.7% |
| 1Y | +75.6% | +3.8% | +71.8% | +69.6% |
| 3Y | +104.0% | +28.0% | +76.0% | +71.9% |
| 5Y | +65.0% | +64.9% | +0.1% | +21.4% |
| 10Y | +437.9% | +780.4% | -342.4% | +120.0% |
| All | +624.2% | +658.9% | -34.7% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling