+58.0%
TXN vs RL
+241.4%
-183.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +2.2% | +1.9% | +0.3% | +1.5% |
| 30D | -9.5% | -12.2% | +2.7% | -5.3% |
| 3M | -10.5% | -6.6% | -3.9% | -8.6% |
| 6M | +35.4% | +3.2% | +32.2% | +32.1% |
| YTD | +51.8% | -1.3% | +53.0% | +49.9% |
| 1Y | +42.9% | +13.6% | +29.4% | +33.4% |
| 3Y | +71.3% | +210.9% | -139.5% | +6.3% |
| 5Y | +58.0% | +246.9% | -188.8% | -8.4% |
| All | +58.0% | +241.4% | -183.4% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling