+81.7%
TXN vs ROIV
+232.7%
-150.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.1% |
| 30D | -6.9% | +1.0% | -7.9% | -7.1% |
| 3M | -14.9% | +18.3% | -33.2% | -16.3% |
| 6M | +29.0% | +18.3% | +10.7% | +26.7% |
| YTD | +51.5% | +61.0% | -9.5% | +43.9% |
| 1Y | +41.6% | +177.9% | -136.3% | +27.0% |
| 3Y | +65.8% | +199.1% | -133.2% | +46.0% |
| 5Y | +56.8% | +250.7% | -193.9% | +33.4% |
| All | +81.7% | +232.7% | -150.9% | +58.8% |
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