+23,460.2%
TXN vs RF
+1,457.2%
+22,003.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.2% | +4.4% | +6.1% |
| 7D | -2.1% | -0.1% | -1.9% | -2.0% |
| 30D | +4.7% | +7.0% | -2.3% | +3.0% |
| 3M | +3.9% | -7.0% | +10.9% | +5.8% |
| 6M | +3.8% | +6.8% | -3.0% | +1.8% |
| YTD | +74.2% | +9.9% | +64.3% | +69.5% |
| 1Y | +88.2% | +21.1% | +67.1% | +78.6% |
| 3Y | +124.0% | +119.6% | +4.3% | +82.6% |
| 5Y | +78.4% | +46.2% | +32.2% | +58.0% |
| 10Y | +455.6% | +261.5% | +194.1% | +275.8% |
| All | +23,460.2% | +1,457.2% | +22,003.0% | +7,163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling