+20,389.3%
TXN vs ROL
+9,030.3%
+11,359.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -0.1% | -1.4% | +1.4% | +0.5% |
| 30D | -6.9% | -4.1% | -2.9% | -5.4% |
| 3M | -14.9% | -22.5% | +7.6% | -6.3% |
| 6M | +29.0% | -37.7% | +66.7% | +55.6% |
| YTD | +51.5% | -39.6% | +91.0% | +84.3% |
| 1Y | +41.6% | -36.0% | +77.6% | +67.5% |
| 3Y | +65.8% | -5.1% | +71.0% | +62.9% |
| 5Y | +56.8% | -3.4% | +60.2% | +48.9% |
| 10Y | +387.5% | +215.2% | +172.2% | +166.4% |
| All | +20,389.3% | +9,030.3% | +11,359.1% | +2,250.7% |
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 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