+62.3%
TXN vs RGTI
+53.1%
+9.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -8.0% | -16.2% | +8.2% | -7.2% |
| 3M | -7.8% | -22.0% | +14.3% | -6.8% |
| 6M | +32.4% | -10.8% | +43.2% | +32.1% |
| YTD | +51.7% | -31.6% | +83.3% | +52.7% |
| 1Y | +44.3% | -6.4% | +50.7% | +41.5% |
| 3Y | +71.3% | +665.7% | -594.4% | +34.4% |
| 5Y | +56.4% | +55.6% | +0.8% | +30.9% |
| All | +62.3% | +53.1% | +9.2% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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