+91.2%
TXN vs TAP
-7.2%
+98.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.1% | -2.3% |
| 7D | +9.5% | +1.3% | +8.2% | +9.8% |
| 30D | +8.7% | +5.7% | +3.0% | +10.0% |
| 3M | +11.6% | -1.9% | +13.5% | +12.0% |
| 6M | +0.1% | +0.9% | -0.8% | +1.5% |
| YTD | +78.8% | -9.5% | +88.3% | +82.2% |
| 1Y | +91.2% | -9.0% | +100.2% | +94.1% |
| All | +91.2% | -7.2% | +98.4% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling