+71.3%
TXN vs RCL
+180.0%
-108.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | -9.5% | -17.3% | +7.8% | -4.2% |
| 3M | -10.5% | -2.8% | -7.8% | -10.2% |
| 6M | +35.4% | -4.4% | +39.8% | +35.4% |
| YTD | +51.8% | -4.2% | +55.9% | +49.2% |
| 1Y | +42.9% | -23.4% | +66.3% | +51.7% |
| 3Y | +71.3% | +179.4% | -108.0% | +11.2% |
| All | +71.3% | +180.0% | -108.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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