+826.6%
TXN vs RNG
+305.9%
+520.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +2.7% | -4.1% | +6.7% | +3.3% |
| 30D | -6.7% | +8.6% | -15.4% | -8.3% |
| 3M | -8.9% | +78.0% | -86.9% | -18.9% |
| 6M | +34.7% | +67.0% | -32.3% | +19.4% |
| YTD | +53.3% | +142.4% | -89.1% | +23.8% |
| 1Y | +45.0% | +120.4% | -75.4% | +18.9% |
| 3Y | +73.1% | +122.1% | -49.0% | +36.4% |
| 5Y | +59.9% | -69.8% | +129.8% | +72.4% |
| 10Y | +415.7% | +223.4% | +192.3% | +220.5% |
| All | +826.6% | +305.9% | +520.7% | +440.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling