+59.6%
TXN vs RIG
+59.7%
-0.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.6% | +4.0% |
| 7D | +4.0% | -3.1% | +7.0% | +4.3% |
| 30D | -2.9% | -0.5% | -2.3% | -2.9% |
| 3M | -9.1% | -6.0% | -3.1% | -8.7% |
| 6M | +36.6% | -10.1% | +46.8% | +37.3% |
| YTD | +57.5% | +37.3% | +20.2% | +49.1% |
| 1Y | +49.5% | +73.9% | -24.4% | +36.5% |
| 3Y | +76.5% | -30.2% | +106.7% | +71.4% |
| All | +59.6% | +59.7% | -0.1% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling