+20,427.4%
TXN vs ROL
+8,798.6%
+11,628.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.2% |
| 7D | +2.2% | -3.4% | +5.6% | +3.7% |
| 30D | -9.5% | -6.9% | -2.6% | -6.9% |
| 3M | -10.5% | -24.6% | +14.1% | -0.3% |
| 6M | +35.4% | -39.5% | +74.9% | +65.4% |
| YTD | +51.8% | -41.1% | +92.9% | +86.6% |
| 1Y | +42.9% | -37.9% | +80.9% | +71.3% |
| 3Y | +71.3% | +0.8% | +70.5% | +64.1% |
| 5Y | +58.0% | -4.7% | +62.7% | +50.8% |
| 10Y | +393.3% | +207.9% | +185.4% | +172.2% |
| All | +20,427.4% | +8,798.6% | +11,628.8% | +2,279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling