+1,001.0%
TXN vs TPR
+8,066.7%
-7,065.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | -0.5% | +6.4% | -6.9% | -2.7% |
| 30D | +10.5% | +13.8% | -3.3% | +5.7% |
| 3M | +10.7% | -16.6% | +27.3% | +15.4% |
| 6M | +5.1% | +0.7% | +4.4% | +3.0% |
| YTD | +82.5% | +5.3% | +77.1% | +75.1% |
| 1Y | +98.2% | +32.4% | +65.8% | +77.0% |
| 3Y | +128.4% | +406.4% | -278.0% | +30.3% |
| 5Y | +89.0% | +227.9% | -138.9% | +19.1% |
| 10Y | +481.5% | +371.7% | +109.8% | +182.7% |
| All | +1,001.0% | +8,066.7% | -7,065.7% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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