+76.5%
TXN vs TNA
+101.9%
-25.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.5% |
| 7D | +4.0% | -7.3% | +11.2% | +6.4% |
| 30D | -2.9% | -14.2% | +11.3% | +1.8% |
| 3M | -9.1% | -4.6% | -4.5% | -7.7% |
| 6M | +36.6% | +36.9% | -0.3% | +23.6% |
| YTD | +57.5% | +42.5% | +14.9% | +39.5% |
| 1Y | +49.5% | +45.8% | +3.8% | +30.1% |
| 3Y | +76.5% | +104.7% | -28.1% | +23.5% |
| All | +76.5% | +101.9% | -25.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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