+99.7%
TXN vs TLN
-17.6%
+117.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +1.4% |
| 7D | +1.0% | -6.0% | +7.1% | +2.2% |
| 30D | +6.1% | -1.5% | +7.7% | +6.1% |
| 3M | +10.4% | -3.9% | +14.2% | +10.6% |
| 6M | +12.6% | -15.0% | +27.6% | +15.6% |
| YTD | +83.5% | -12.8% | +96.3% | +86.4% |
| 1Y | +99.7% | -17.3% | +117.0% | +104.0% |
| All | +99.7% | -17.6% | +117.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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