+11,150.9%
TXN vs RIG
-41.1%
+11,192.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.2% | -2.7% | +4.9% | +2.6% |
| 30D | -9.5% | +9.5% | -19.0% | -10.8% |
| 3M | -10.5% | -6.6% | -3.9% | -10.0% |
| 6M | +35.4% | -2.9% | +38.2% | +34.7% |
| YTD | +51.8% | +39.5% | +12.3% | +42.2% |
| 1Y | +42.9% | +82.3% | -39.3% | +27.9% |
| 3Y | +71.3% | -29.6% | +100.9% | +70.3% |
| 5Y | +58.0% | +63.2% | -5.2% | +29.2% |
| 10Y | +393.3% | -45.0% | +438.2% | +266.6% |
| All | +11,150.9% | -41.1% | +11,192.0% | +6,468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling