+130.4%
TXN vs THC
+436.4%
-305.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | -0.5% | +0.2% | -0.8% | -0.5% |
| 30D | +10.5% | +9.0% | +1.5% | +9.0% |
| 3M | +10.7% | +12.9% | -2.2% | +8.4% |
| 6M | +5.1% | +52.8% | -47.8% | -2.9% |
| YTD | +82.5% | +47.4% | +35.0% | +68.8% |
| 1Y | +98.2% | +47.7% | +50.5% | +82.9% |
| All | +130.4% | +436.4% | -305.9% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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