+44.3%
TXN vs USAR
+12.3%
+32.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.5% |
| 7D | +2.0% | -9.3% | +11.3% | +2.8% |
| 30D | -8.0% | -15.2% | +7.2% | -6.7% |
| 3M | -7.8% | -21.1% | +13.3% | -6.3% |
| 6M | +32.4% | -21.6% | +54.0% | +33.5% |
| YTD | +51.7% | +34.8% | +16.9% | +48.0% |
| 1Y | +44.3% | +15.6% | +28.7% | +45.2% |
| All | +44.3% | +12.3% | +32.0% | +45.2% |
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