+19,814.9%
TXN vs ROP
+24,791.5%
-4,976.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +1.2% |
| 7D | +2.2% | -5.4% | +7.6% | +4.1% |
| 30D | -9.5% | -1.6% | -7.9% | -9.1% |
| 3M | -10.5% | +18.8% | -29.4% | -16.7% |
| 6M | +35.4% | +8.2% | +27.2% | +29.4% |
| YTD | +51.8% | -10.5% | +62.2% | +53.9% |
| 1Y | +42.9% | -23.7% | +66.7% | +53.4% |
| 3Y | +71.3% | -17.9% | +89.2% | +79.5% |
| 5Y | +58.0% | -15.3% | +73.4% | +63.7% |
| 10Y | +393.3% | +133.4% | +259.9% | +268.0% |
| All | +19,814.9% | +24,791.5% | -4,976.6% | +6,569.6% |
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