+70.1%
TXN vs UL
+19.9%
+50.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +2.0% | -4.1% | +6.0% | +2.1% |
| 30D | -8.0% | -1.2% | -6.8% | -8.0% |
| 3M | -7.8% | +6.0% | -13.7% | -8.2% |
| 6M | +32.4% | -5.5% | +37.9% | +33.6% |
| YTD | +51.7% | -3.3% | +55.0% | +52.8% |
| 1Y | +44.3% | -9.8% | +54.1% | +46.4% |
| All | +70.1% | +19.9% | +50.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling