+59.6%
TXN vs TMO
+7.9%
+51.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.5% |
| 7D | +4.0% | -0.6% | +4.6% | +4.2% |
| 30D | -2.9% | +1.1% | -4.0% | -3.3% |
| 3M | -9.1% | +28.3% | -37.4% | -16.9% |
| 6M | +36.6% | +23.3% | +13.4% | +24.8% |
| YTD | +57.5% | +5.5% | +52.0% | +53.4% |
| 1Y | +49.5% | +24.5% | +25.0% | +34.2% |
| 3Y | +76.5% | +19.6% | +57.0% | +58.0% |
| All | +59.6% | +7.9% | +51.7% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling