+41.6%
TXN vs TRU
-7.3%
+48.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.8% | +1.3% |
| 7D | -0.1% | -6.8% | +6.7% | -0.6% |
| 30D | -6.9% | 0.0% | -7.0% | -6.9% |
| 3M | -14.9% | +13.3% | -28.2% | -14.0% |
| 6M | +29.0% | +3.4% | +25.6% | +30.3% |
| YTD | +51.5% | -6.4% | +57.9% | +54.3% |
| 1Y | +41.6% | -9.7% | +51.3% | +42.8% |
| All | +41.6% | -7.3% | +48.9% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling