+53.7%
TXN vs TRV
+157.5%
-103.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.0% | -1.5% | +3.4% | +2.3% |
| 30D | -8.0% | -1.8% | -6.2% | -7.6% |
| 3M | -7.8% | +21.6% | -29.3% | -12.6% |
| 6M | +32.4% | +22.5% | +10.0% | +25.1% |
| YTD | +51.7% | +28.1% | +23.5% | +41.4% |
| 1Y | +44.3% | +37.0% | +7.3% | +31.8% |
| 3Y | +71.3% | +141.9% | -70.6% | +32.2% |
| All | +53.7% | +157.5% | -103.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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