+84.6%
TXN vs RCL
+292.5%
-207.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | -1.2% | +10.6% | +9.8% |
| 30D | +8.7% | +17.8% | -9.1% | +3.9% |
| 3M | +11.6% | +4.9% | +6.6% | +9.7% |
| 6M | +0.1% | +23.7% | -23.6% | -6.2% |
| YTD | +78.8% | +17.8% | +61.0% | +66.9% |
| 1Y | +91.2% | +28.9% | +62.3% | +73.5% |
| 3Y | +125.8% | +241.9% | -116.1% | +55.2% |
| All | +84.6% | +292.5% | -207.9% | +17.3% |
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