+118.9%
TXN vs ROIV
+298.6%
-179.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.9% |
| 7D | -0.5% | +9.5% | -10.0% | -1.4% |
| 30D | +10.5% | +21.0% | -10.5% | +8.5% |
| 3M | +10.7% | +18.7% | -8.0% | +8.6% |
| 6M | +5.1% | +44.5% | -39.4% | +1.1% |
| YTD | +82.5% | +92.9% | -10.4% | +70.0% |
| 1Y | +98.2% | +100.2% | -2.1% | +83.8% |
| 3Y | +128.4% | +375.0% | -246.7% | +94.2% |
| 5Y | +89.0% | +435.2% | -346.1% | +49.6% |
| All | +118.9% | +298.6% | -179.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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