+41.6%
TXN vs RBA
-26.5%
+68.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | -2.9% | +2.9% | +0.6% |
| 30D | -6.9% | -12.3% | +5.4% | -3.7% |
| 3M | -14.9% | -20.5% | +5.6% | -10.5% |
| 6M | +29.0% | -18.5% | +47.5% | +34.4% |
| YTD | +51.5% | -18.2% | +69.7% | +54.5% |
| 1Y | +41.6% | -27.5% | +69.1% | +42.8% |
| All | +41.6% | -26.5% | +68.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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