+3,159.7%
TXN vs RBA
+3,565.5%
-405.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | -2.9% | +2.9% | +0.7% |
| 30D | -6.9% | -12.3% | +5.4% | -3.8% |
| 3M | -14.9% | -20.5% | +5.6% | -10.1% |
| 6M | +29.0% | -18.5% | +47.5% | +35.4% |
| YTD | +51.5% | -18.2% | +69.7% | +58.2% |
| 1Y | +41.6% | -27.5% | +69.1% | +52.5% |
| 3Y | +65.8% | +38.1% | +27.7% | +49.4% |
| 5Y | +56.8% | +44.8% | +12.0% | +36.7% |
| 10Y | +387.5% | +187.1% | +200.3% | +248.3% |
| All | +3,159.7% | +3,565.5% | -405.9% | +1,057.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling