+76.5%
TXN vs TMO
+19.5%
+57.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.6% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | -2.9% | +1.1% | -4.0% | -3.1% |
| 3M | -9.1% | +28.3% | -37.4% | -14.1% |
| 6M | +36.6% | +23.3% | +13.4% | +28.8% |
| YTD | +57.5% | +5.5% | +52.0% | +56.9% |
| 1Y | +49.5% | +24.5% | +25.0% | +38.6% |
| 3Y | +76.5% | +19.6% | +57.0% | +59.2% |
| All | +76.5% | +19.5% | +57.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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