+99.7%
TXN vs ROST
+54.7%
+45.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -1.6% |
| 7D | +1.0% | +7.8% | -6.8% | -0.6% |
| 30D | +6.1% | +8.6% | -2.4% | +4.1% |
| 3M | +10.4% | -1.9% | +12.3% | +11.2% |
| 6M | +12.6% | +9.1% | +3.4% | +9.5% |
| YTD | +83.5% | +37.2% | +46.2% | +64.1% |
| 1Y | +99.7% | +52.7% | +47.0% | +69.9% |
| All | +99.7% | +54.7% | +45.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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