+83.8%
TXN vs S
-51.7%
+135.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +9.5% | +2.0% | +7.5% | +9.1% |
| 30D | +8.7% | -2.7% | +11.4% | +9.1% |
| 3M | +11.6% | -6.9% | +18.5% | +12.1% |
| 6M | +0.1% | +38.1% | -38.0% | -5.5% |
| YTD | +78.8% | +48.0% | +30.8% | +65.4% |
| 1Y | +91.2% | +34.5% | +56.8% | +79.2% |
| 3Y | +125.8% | +38.3% | +87.5% | +105.3% |
| 5Y | +83.8% | -70.9% | +154.7% | +82.6% |
| All | +83.8% | -51.7% | +135.5% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling