+20,427.4%
TXN vs UL
+2,632.7%
+17,794.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | -9.5% | +0.9% | -10.4% | -9.9% |
| 3M | -10.5% | +14.2% | -24.8% | -15.0% |
| 6M | +35.4% | -3.2% | +38.6% | +35.5% |
| YTD | +51.8% | -0.3% | +52.1% | +50.4% |
| 1Y | +42.9% | -8.8% | +51.7% | +45.5% |
| 3Y | +71.3% | +23.9% | +47.5% | +55.3% |
| 5Y | +58.0% | +21.4% | +36.7% | +42.2% |
| 10Y | +393.3% | +66.7% | +326.6% | +294.4% |
| All | +20,427.4% | +2,632.7% | +17,794.7% | +7,124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling