+71.3%
TXN vs U
+11.6%
+59.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.1% |
| 7D | +2.2% | +4.5% | -2.3% | +1.7% |
| 30D | -9.5% | -0.6% | -8.9% | -9.5% |
| 3M | -10.5% | +48.4% | -59.0% | -14.8% |
| 6M | +35.4% | +115.4% | -80.0% | +22.2% |
| YTD | +51.8% | -3.2% | +55.0% | +51.2% |
| 1Y | +42.9% | -6.0% | +49.0% | +41.8% |
| 3Y | +71.3% | +13.5% | +57.9% | +46.9% |
| All | +71.3% | +11.6% | +59.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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