+109.0%
TXN vs ROIV
+287.3%
-178.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.6% | +2.0% | +6.2% |
| 7D | -2.1% | +13.3% | -15.4% | -3.2% |
| 30D | +4.7% | +14.8% | -10.0% | +3.3% |
| 3M | +3.9% | +11.9% | -8.0% | +2.5% |
| 6M | +3.8% | +42.4% | -38.6% | 0.0% |
| YTD | +74.2% | +87.4% | -13.2% | +62.7% |
| 1Y | +88.2% | +97.2% | -9.0% | +74.7% |
| 3Y | +124.0% | +375.7% | -251.7% | +90.6% |
| 5Y | +78.4% | +379.0% | -300.7% | +41.8% |
| All | +109.0% | +287.3% | -178.4% | +79.5% |
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