+120.0%
TXN vs U
-44.5%
+164.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -0.1% | -3.8% | +3.7% | +0.4% |
| 30D | -6.9% | +17.5% | -24.4% | -9.1% |
| 3M | -14.9% | +38.7% | -53.7% | -18.9% |
| 6M | +29.0% | +104.4% | -75.4% | +15.7% |
| YTD | +51.5% | -5.7% | +57.2% | +48.8% |
| 1Y | +41.6% | +3.7% | +37.9% | +35.7% |
| 3Y | +65.8% | +12.3% | +53.5% | +48.5% |
| 5Y | +56.8% | -68.8% | +125.6% | +51.8% |
| All | +120.0% | -44.5% | +164.5% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling