+99.7%
TXN vs USAR
-49.3%
+149.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.5% | +0.3% |
| 7D | +1.0% | -21.8% | +22.8% | +3.8% |
| 30D | +6.1% | -39.9% | +46.1% | +11.9% |
| 3M | +10.4% | -52.5% | +62.9% | +19.1% |
| 6M | +12.6% | -67.9% | +80.5% | +25.0% |
| YTD | +83.5% | -31.1% | +114.5% | +87.2% |
| 1Y | +99.7% | -49.8% | +149.6% | +109.4% |
| All | +99.7% | -49.3% | +149.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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