+44.3%
TXN vs ROL
-38.5%
+82.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +2.0% | -3.2% | +5.2% | +2.5% |
| 30D | -8.0% | -6.6% | -1.4% | -7.0% |
| 3M | -7.8% | -27.3% | +19.5% | -1.8% |
| 6M | +32.4% | -38.1% | +70.5% | +49.0% |
| YTD | +51.7% | -41.8% | +93.5% | +71.5% |
| 1Y | +44.3% | -37.8% | +82.1% | +60.9% |
| All | +44.3% | -38.5% | +82.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling