+59.6%
TXN vs RUN
-81.0%
+140.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.9% |
| 7D | +4.0% | -3.7% | +7.7% | +4.4% |
| 30D | -2.9% | -13.0% | +10.2% | -1.5% |
| 3M | -9.1% | -31.8% | +22.7% | -5.6% |
| 6M | +36.6% | -32.2% | +68.9% | +41.4% |
| YTD | +57.5% | -53.5% | +111.0% | +66.9% |
| 1Y | +49.5% | -46.5% | +96.1% | +55.0% |
| 3Y | +76.5% | -37.6% | +114.2% | +58.1% |
| All | +59.6% | -81.0% | +140.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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