+61.8%
TXN vs TLN
+583.6%
-521.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -1.9% | +1.2% |
| 7D | -0.1% | +7.1% | -7.1% | -1.1% |
| 30D | -6.9% | -3.9% | -3.0% | -6.4% |
| 3M | -14.9% | -16.2% | +1.2% | -12.7% |
| 6M | +29.0% | -5.8% | +34.8% | +30.0% |
| YTD | +51.5% | -15.4% | +66.9% | +53.8% |
| 1Y | +41.6% | -16.7% | +58.2% | +43.6% |
| 3Y | +65.8% | +473.8% | -407.9% | +18.8% |
| All | +61.8% | +583.6% | -521.7% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling