+59.6%
TXN vs ROK
+47.1%
+12.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.0% |
| 7D | +4.0% | -1.2% | +5.2% | +4.6% |
| 30D | -2.9% | -4.8% | +2.0% | -0.4% |
| 3M | -9.1% | -6.1% | -3.0% | -6.4% |
| 6M | +36.6% | +15.5% | +21.2% | +26.8% |
| YTD | +57.5% | +11.2% | +46.3% | +47.9% |
| 1Y | +49.5% | +23.8% | +25.7% | +32.8% |
| 3Y | +76.5% | +53.1% | +23.4% | +34.6% |
| All | +59.6% | +47.1% | +12.5% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling