+70.1%
TXN vs ROK
+48.6%
+21.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | +2.0% | -1.6% | +3.6% | +2.8% |
| 30D | -8.0% | -5.4% | -2.5% | -5.5% |
| 3M | -7.8% | -4.0% | -3.8% | -6.1% |
| 6M | +32.4% | +13.3% | +19.1% | +24.7% |
| YTD | +51.7% | +9.3% | +42.3% | +44.2% |
| 1Y | +44.3% | +25.8% | +18.5% | +28.2% |
| All | +70.1% | +48.6% | +21.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling