+76.5%
TXN vs TRU
-1.3%
+77.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +4.0% | -2.7% | +6.7% | +4.6% |
| 30D | -2.9% | -2.0% | -0.8% | -2.7% |
| 3M | -9.1% | +18.4% | -27.5% | -13.7% |
| 6M | +36.6% | +8.9% | +27.8% | +31.7% |
| YTD | +57.5% | -8.9% | +66.4% | +58.6% |
| 1Y | +49.5% | -15.9% | +65.4% | +54.2% |
| 3Y | +76.5% | -1.1% | +77.6% | +71.1% |
| All | +76.5% | -1.3% | +77.8% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling