+59.9%
TXN vs RCL
+233.3%
-173.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | +2.7% | -2.2% | +4.9% | +3.3% |
| 30D | -6.7% | -15.7% | +8.9% | -2.5% |
| 3M | -8.9% | -8.0% | -0.9% | -7.2% |
| 6M | +34.7% | -10.1% | +44.8% | +37.2% |
| YTD | +53.3% | -5.9% | +59.2% | +52.5% |
| 1Y | +45.0% | -23.5% | +68.5% | +52.1% |
| 3Y | +73.1% | +174.4% | -101.3% | +26.8% |
| 5Y | +59.9% | +227.1% | -167.2% | +6.4% |
| All | +59.9% | +233.3% | -173.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling