+125.8%
TXN vs RVTY
+85.4%
+40.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.3% |
| 7D | +9.5% | -0.5% | +9.9% | +9.6% |
| 30D | +8.7% | +1.5% | +7.2% | +8.4% |
| 3M | +11.6% | +31.5% | -19.9% | +3.0% |
| 6M | +0.1% | +62.7% | -62.6% | -13.9% |
| YTD | +78.8% | +60.0% | +18.8% | +51.1% |
| 1Y | +91.2% | +65.7% | +25.5% | +58.8% |
| 3Y | +125.8% | +85.2% | +40.6% | +79.5% |
| All | +125.8% | +85.4% | +40.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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