+58.0%
TXN vs THC
+248.0%
-190.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.6% |
| 7D | +2.2% | -2.6% | +4.8% | +2.7% |
| 30D | -9.5% | -1.2% | -8.3% | -9.4% |
| 3M | -10.5% | +58.9% | -69.5% | -19.2% |
| 6M | +35.4% | +9.3% | +26.0% | +32.0% |
| YTD | +51.8% | +30.4% | +21.4% | +41.8% |
| 1Y | +42.9% | +34.6% | +8.4% | +32.0% |
| 3Y | +71.3% | +246.7% | -175.3% | +24.5% |
| 5Y | +58.0% | +244.5% | -186.5% | +13.3% |
| All | +58.0% | +248.0% | -190.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling