+20,427.4%
TXN vs RRC
+1,198.8%
+19,228.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | -9.5% | +9.4% | -18.9% | -10.3% |
| 3M | -10.5% | +7.4% | -17.9% | -11.3% |
| 6M | +35.4% | +1.5% | +33.9% | +34.7% |
| YTD | +51.8% | +19.4% | +32.4% | +48.6% |
| 1Y | +42.9% | +24.2% | +18.7% | +39.3% |
| 3Y | +71.3% | +32.8% | +38.6% | +65.2% |
| 5Y | +58.0% | +152.9% | -94.9% | +41.1% |
| 10Y | +393.3% | +3.9% | +389.4% | +331.2% |
| All | +20,427.4% | +1,198.8% | +19,228.6% | +16,270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling