+57.2%
TXN vs RF
+89.8%
-32.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.7% |
| 30D | -6.9% | -3.6% | -3.3% | -5.5% |
| 3M | -14.9% | +8.1% | -23.0% | -18.1% |
| 6M | +29.0% | +11.5% | +17.5% | +22.3% |
| YTD | +51.5% | +15.6% | +35.9% | +40.9% |
| 1Y | +41.6% | +15.7% | +25.9% | +31.4% |
| 3Y | +65.8% | +86.9% | -21.1% | +24.7% |
| All | +57.2% | +89.8% | -32.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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