+885.7%
TXN vs TPR
+8,033.7%
-7,148.0%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -7.8% | +14.2% | -22.0% | -11.8% |
| 30D | -3.6% | +17.1% | -20.6% | -8.6% |
| 3M | +0.1% | -17.7% | +17.8% | +4.8% |
| 6M | -3.2% | -10.2% | +7.0% | -2.0% |
| YTD | +63.4% | +4.9% | +58.4% | +56.9% |
| 1Y | +75.6% | +36.1% | +39.5% | +55.3% |
| 3Y | +104.0% | +416.5% | -312.4% | +15.6% |
| 5Y | +65.0% | +254.8% | -189.8% | +1.4% |
| 10Y | +437.9% | +391.7% | +46.2% | +157.9% |
| All | +885.7% | +8,033.7% | -7,148.0% | +72.9% |
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