+41.6%
TXN vs RIG
+97.6%
-56.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.0% |
| 7D | -0.1% | +0.9% | -0.9% | -0.1% |
| 30D | -6.9% | +13.8% | -20.8% | -7.6% |
| 3M | -14.9% | -6.4% | -8.5% | -14.8% |
| 6M | +29.0% | -8.2% | +37.2% | +29.0% |
| YTD | +51.5% | +41.6% | +9.8% | +45.1% |
| 1Y | +41.6% | +88.7% | -47.1% | +31.3% |
| All | +41.6% | +97.6% | -56.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling