+20,389.3%
TXN vs RF
+1,537.4%
+18,851.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | -6.9% | -3.6% | -3.3% | -6.1% |
| 3M | -14.9% | +8.1% | -23.0% | -16.8% |
| 6M | +29.0% | +11.5% | +17.5% | +25.2% |
| YTD | +51.5% | +15.6% | +35.9% | +45.4% |
| 1Y | +41.6% | +15.7% | +25.9% | +35.8% |
| 3Y | +65.8% | +86.9% | -21.1% | +40.2% |
| 5Y | +56.8% | +89.8% | -33.0% | +30.1% |
| 10Y | +387.5% | +344.7% | +42.8% | +213.7% |
| All | +20,389.3% | +1,537.4% | +18,851.9% | +6,134.0% |
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