+125.8%
TXN vs RBA
+63.1%
+62.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.2% |
| 7D | +9.5% | +1.7% | +7.7% | +8.8% |
| 30D | +8.7% | +8.3% | +0.4% | +5.7% |
| 3M | +11.6% | +10.5% | +1.0% | +7.5% |
| 6M | +0.1% | -5.9% | +6.0% | +1.0% |
| YTD | +78.8% | -6.9% | +85.7% | +79.1% |
| 1Y | +91.2% | -4.9% | +96.1% | +89.8% |
| 3Y | +125.8% | +64.5% | +61.4% | +99.0% |
| All | +125.8% | +63.1% | +62.7% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling