+58.3%
TXN vs S
-71.9%
+130.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.5% |
| 7D | +2.2% | -5.8% | +8.0% | +3.1% |
| 30D | -9.5% | -9.2% | -0.3% | -8.4% |
| 3M | -10.5% | +23.4% | -33.9% | -13.9% |
| 6M | +35.4% | +36.9% | -1.6% | +27.1% |
| YTD | +51.8% | +29.5% | +22.2% | +43.2% |
| 1Y | +42.9% | +5.4% | +37.5% | +39.2% |
| 3Y | +71.3% | +14.7% | +56.6% | +59.7% |
| All | +58.3% | -71.9% | +130.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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