+125.8%
TXN vs RCL
+255.6%
-129.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +9.5% | -1.2% | +10.6% | +9.8% |
| 30D | +8.7% | +17.8% | -9.1% | +3.3% |
| 3M | +11.6% | +4.9% | +6.6% | +9.6% |
| 6M | +0.1% | +23.7% | -23.6% | -7.0% |
| YTD | +78.8% | +17.8% | +61.0% | +64.6% |
| 1Y | +91.2% | +28.9% | +62.3% | +69.7% |
| 3Y | +125.8% | +241.9% | -116.1% | +38.5% |
| All | +125.8% | +255.6% | -129.8% | +38.5% |
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