+99.7%
TXN vs UL
+1.7%
+98.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | +0.1% |
| 7D | +1.0% | +4.7% | -3.6% | +1.6% |
| 30D | +6.1% | +11.6% | -5.4% | +7.1% |
| 3M | +10.4% | +5.3% | +5.0% | +11.1% |
| 6M | +12.6% | +16.0% | -3.5% | +13.2% |
| YTD | +83.5% | +5.0% | +78.5% | +89.5% |
| 1Y | +99.7% | +1.1% | +98.6% | +109.4% |
| All | +99.7% | +1.7% | +98.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling