+71.9%
TXN vs RL
+198.9%
-127.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +2.2% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | -6.7% | -17.5% | +10.8% | -0.5% |
| 3M | -8.9% | -14.0% | +5.1% | -4.4% |
| 6M | +34.7% | -2.0% | +36.7% | +33.9% |
| YTD | +53.3% | -4.6% | +57.9% | +53.2% |
| 1Y | +45.0% | +9.5% | +35.5% | +36.9% |
| All | +71.9% | +198.9% | -127.0% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling