+71.9%
TXN vs RRC
+31.0%
+40.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.7% | -1.7% | +4.4% | +3.0% |
| 30D | -6.7% | +3.6% | -10.3% | -7.4% |
| 3M | -8.9% | +8.8% | -17.7% | -10.9% |
| 6M | +34.7% | +0.8% | +33.9% | +33.4% |
| YTD | +53.3% | +19.0% | +34.3% | +44.0% |
| 1Y | +45.0% | +22.9% | +22.1% | +33.9% |
| All | +71.9% | +31.0% | +40.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling