+49.5%
TXN vs ROP
-23.7%
+73.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -4.6% | +8.6% | +2.8% |
| 30D | -2.9% | -1.7% | -1.2% | -3.1% |
| 3M | -9.1% | +17.1% | -26.2% | -5.5% |
| 6M | +36.6% | +10.9% | +25.8% | +42.5% |
| YTD | +57.5% | -12.1% | +69.6% | +76.8% |
| 1Y | +49.5% | -24.2% | +73.8% | +77.2% |
| All | +49.5% | -23.7% | +73.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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