+24,051.8%
TXN vs ROP
+30,039.9%
-5,988.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +12.3% | -2.7% | +15.0% | +13.3% |
| 30D | +9.1% | +29.7% | -20.6% | -0.7% |
| 3M | +13.5% | +21.2% | -7.7% | +5.4% |
| 6M | +6.9% | +48.3% | -41.3% | -8.7% |
| YTD | +84.0% | +8.4% | +75.6% | +73.7% |
| 1Y | +95.8% | +6.0% | +89.8% | +86.3% |
| 3Y | +130.3% | -5.6% | +136.0% | +128.7% |
| 5Y | +89.2% | +1.3% | +87.9% | +83.2% |
| 10Y | +486.5% | +184.1% | +302.4% | +306.6% |
| All | +24,051.8% | +30,039.9% | -5,988.1% | +7,426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling