+586.5%
TXN vs RUN
-29.4%
+615.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.3% |
| 7D | +2.2% | +10.2% | -8.0% | +0.9% |
| 30D | -9.5% | -9.6% | +0.1% | -8.4% |
| 3M | -10.5% | -31.5% | +21.0% | -6.6% |
| 6M | +35.4% | -18.7% | +54.1% | +37.7% |
| YTD | +51.8% | -49.9% | +101.6% | +60.9% |
| 1Y | +42.9% | -45.5% | +88.5% | +48.6% |
| 3Y | +71.3% | -34.1% | +105.4% | +50.7% |
| 5Y | +58.0% | -79.4% | +137.4% | +52.0% |
| 10Y | +393.3% | +48.9% | +344.3% | +241.5% |
| All | +586.5% | -29.4% | +615.9% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling