+59.9%
TXN vs RBA
+39.8%
+20.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +2.7% | -1.9% | +4.6% | +3.2% |
| 30D | -6.7% | -13.0% | +6.2% | -2.9% |
| 3M | -8.9% | -23.1% | +14.2% | -2.1% |
| 6M | +34.7% | -22.6% | +57.3% | +44.4% |
| YTD | +53.3% | -20.4% | +73.7% | +62.0% |
| 1Y | +45.0% | -29.6% | +74.6% | +59.0% |
| 3Y | +73.1% | +26.6% | +46.6% | +59.5% |
| 5Y | +59.9% | +38.2% | +21.7% | +41.2% |
| All | +59.9% | +39.8% | +20.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling