+59.6%
TXN vs TRI
-10.0%
+69.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | +4.0% | -7.9% | +11.9% | +4.7% |
| 30D | -2.9% | -4.5% | +1.7% | -2.7% |
| 3M | -9.1% | +22.1% | -31.2% | -12.0% |
| 6M | +36.6% | -2.8% | +39.4% | +38.1% |
| YTD | +57.5% | -23.4% | +80.9% | +75.2% |
| 1Y | +49.5% | -41.5% | +91.1% | +88.6% |
| 3Y | +76.5% | -19.2% | +95.8% | +75.1% |
| All | +59.6% | -10.0% | +69.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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