+41.6%
TXN vs RNG
+144.7%
-103.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +1.5% |
| 7D | -0.1% | +5.8% | -5.9% | +0.3% |
| 30D | -6.9% | +19.6% | -26.6% | -5.7% |
| 3M | -14.9% | +67.0% | -82.0% | -10.8% |
| 6M | +29.0% | +88.4% | -59.4% | +34.8% |
| YTD | +51.5% | +155.5% | -104.0% | +54.1% |
| 1Y | +41.6% | +141.7% | -100.1% | +42.8% |
| All | +41.6% | +144.7% | -103.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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