+59.9%
TXN vs RRC
+154.4%
-94.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | -8.9% | +8.8% | -17.7% | -10.5% |
| 6M | +34.7% | +0.8% | +33.9% | +33.7% |
| YTD | +53.3% | +19.0% | +34.3% | +47.0% |
| 1Y | +45.0% | +22.9% | +22.1% | +37.8% |
| 3Y | +73.1% | +32.3% | +40.8% | +61.0% |
| 5Y | +59.9% | +151.6% | -91.7% | +33.9% |
| All | +59.9% | +154.4% | -94.4% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling