+41.6%
TXN vs TEM
-15.5%
+57.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.1% | +0.9% | -1.0% | -0.1% |
| 30D | -6.9% | +38.4% | -45.3% | -9.3% |
| 3M | -14.9% | +23.7% | -38.6% | -16.6% |
| 6M | +29.0% | +26.0% | +3.0% | +25.1% |
| YTD | +51.5% | +9.4% | +42.0% | +48.7% |
| 1Y | +41.6% | -17.3% | +58.8% | +46.3% |
| All | +41.6% | -15.5% | +57.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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