+184.4%
TXN vs TW
+211.2%
-26.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | -6.7% | -0.6% | -6.1% | -6.7% |
| 3M | -8.9% | +3.4% | -12.3% | -10.5% |
| 6M | +34.7% | -18.4% | +53.1% | +40.9% |
| YTD | +53.3% | -3.9% | +57.2% | +52.0% |
| 1Y | +45.0% | -13.3% | +58.4% | +48.1% |
| 3Y | +73.1% | +20.8% | +52.3% | +55.0% |
| 5Y | +59.9% | +20.3% | +39.6% | +39.7% |
| All | +184.4% | +211.2% | -26.9% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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