+56.4%
TXN vs RVTY
-34.5%
+90.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.3% |
| 7D | +2.0% | -7.4% | +9.4% | +4.5% |
| 30D | -8.0% | +4.5% | -12.5% | -9.5% |
| 3M | -7.8% | +19.5% | -27.2% | -13.7% |
| 6M | +32.4% | +34.1% | -1.7% | +17.5% |
| YTD | +51.7% | +25.3% | +26.4% | +36.6% |
| 1Y | +44.3% | +47.0% | -2.7% | +21.1% |
| 3Y | +71.3% | +14.1% | +57.1% | +54.6% |
| 5Y | +56.4% | -34.6% | +91.0% | +71.4% |
| All | +56.4% | -34.5% | +90.9% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling