+4,930.4%
TXN vs RL
+1,517.3%
+3,413.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.5% |
| 7D | +9.5% | +2.6% | +6.9% | +8.6% |
| 30D | +8.7% | +2.9% | +5.8% | +7.9% |
| 3M | +11.6% | 0.0% | +11.6% | +11.5% |
| 6M | +0.1% | +17.1% | -17.0% | -5.3% |
| YTD | +78.8% | +10.1% | +68.7% | +71.3% |
| 1Y | +91.2% | +17.3% | +73.9% | +79.5% |
| 3Y | +125.8% | +249.3% | -123.5% | +48.8% |
| 5Y | +83.8% | +240.9% | -157.1% | +19.2% |
| 10Y | +469.9% | +337.3% | +132.6% | +211.9% |
| All | +4,930.4% | +1,517.3% | +3,413.1% | +1,465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling