+1,460.1%
TXN vs TCOM
+2,569.4%
-1,109.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.6% |
| 7D | +2.7% | -10.2% | +12.8% | +4.5% |
| 30D | -6.7% | -16.8% | +10.1% | -3.8% |
| 3M | -8.9% | -16.7% | +7.8% | -6.5% |
| 6M | +34.7% | -27.1% | +61.8% | +41.4% |
| YTD | +53.3% | -45.5% | +98.8% | +68.3% |
| 1Y | +45.0% | -45.9% | +90.9% | +59.3% |
| 3Y | +73.1% | +9.8% | +63.4% | +62.8% |
| 5Y | +59.9% | +23.8% | +36.1% | +39.3% |
| 10Y | +415.7% | -10.8% | +426.5% | +354.8% |
| All | +1,460.1% | +2,569.4% | -1,109.3% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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