+34.7%
TXN vs RNG
+68.7%
-34.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.9% |
| 7D | +2.7% | -4.1% | +6.7% | +1.9% |
| 30D | -6.7% | +8.6% | -15.4% | -5.0% |
| 3M | -8.9% | +78.0% | -86.9% | +4.7% |
| 6M | +34.7% | +67.0% | -32.3% | +54.4% |
| All | +34.7% | +68.7% | -34.0% | +54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling