+125.8%
TXN vs ROL
+5.9%
+119.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.3% |
| 7D | +9.5% | +3.0% | +6.5% | +8.9% |
| 30D | +8.7% | +19.8% | -11.1% | +5.3% |
| 3M | +11.6% | +7.9% | +3.7% | +10.2% |
| 6M | +0.1% | -25.6% | +25.7% | +8.3% |
| YTD | +78.8% | -34.1% | +113.0% | +99.2% |
| 1Y | +91.2% | -31.4% | +122.6% | +110.6% |
| 3Y | +125.8% | +4.7% | +121.2% | +131.7% |
| All | +125.8% | +5.9% | +119.9% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling