+20,389.3%
TXN vs RGEN
+1,576.0%
+18,813.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -0.1% | -4.9% | +4.8% | +0.2% |
| 30D | -6.9% | +5.7% | -12.6% | -7.3% |
| 3M | -14.9% | +32.4% | -47.4% | -16.7% |
| 6M | +29.0% | +33.2% | -4.2% | +26.0% |
| YTD | +51.5% | +2.3% | +49.2% | +50.4% |
| 1Y | +41.6% | +39.0% | +2.6% | +37.6% |
| 3Y | +65.8% | -4.6% | +70.4% | +63.4% |
| 5Y | +56.8% | -42.7% | +99.5% | +57.4% |
| 10Y | +387.5% | +433.6% | -46.1% | +330.1% |
| All | +20,389.3% | +1,576.0% | +18,813.3% | +13,819.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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