+70.1%
TXN vs USAR
+73.6%
-3.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.2% | +2.3% | -0.1% | +2.1% |
| 30D | -9.5% | -8.6% | -0.9% | -9.2% |
| 3M | -10.5% | -20.5% | +9.9% | -10.1% |
| 6M | +35.4% | +1.2% | +34.2% | +35.1% |
| YTD | +51.8% | +48.4% | +3.3% | +50.3% |
| 1Y | +42.9% | +30.6% | +12.3% | +41.6% |
| All | +70.1% | +73.6% | -3.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling