+87.9%
TXN vs USAR
-20.3%
+108.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +1.0% |
| 7D | +12.3% | +8.8% | +3.6% | +11.9% |
| 30D | +9.1% | -28.5% | +37.5% | +10.4% |
| 3M | +13.5% | -56.2% | +69.7% | +16.8% |
| 6M | +6.9% | -68.4% | +75.3% | +10.7% |
| YTD | +84.0% | -32.2% | +116.2% | +87.4% |
| 1Y | +95.8% | -52.3% | +148.1% | +99.7% |
| 3Y | +130.3% | -21.2% | +151.5% | +130.6% |
| All | +87.9% | -20.3% | +108.1% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling