+49.5%
TXN vs RL
+8.8%
+40.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +4.0% | -3.4% | +7.4% | +4.8% |
| 30D | -2.9% | -14.4% | +11.6% | +0.8% |
| 3M | -9.1% | -13.6% | +4.5% | -5.9% |
| 6M | +36.6% | +0.6% | +36.1% | +35.8% |
| YTD | +57.5% | -3.6% | +61.1% | +56.9% |
| 1Y | +49.5% | +8.3% | +41.2% | +39.7% |
| All | +49.5% | +8.8% | +40.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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