+70.1%
TXN vs TE
-27.3%
+97.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.7% | -0.5% |
| 7D | +2.0% | +0.9% | +1.1% | +1.8% |
| 30D | -8.0% | -16.3% | +8.3% | -6.8% |
| 3M | -7.8% | -40.8% | +33.0% | -4.5% |
| 6M | +32.4% | -42.6% | +75.0% | +35.9% |
| YTD | +51.7% | -31.4% | +83.1% | +52.1% |
| 1Y | +44.3% | +144.9% | -100.6% | +26.8% |
| All | +70.1% | -27.3% | +97.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling