+56.5%
TXN vs USAR
+68.6%
-12.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +2.7% | -4.4% | +7.1% | +2.8% |
| 30D | -6.7% | -10.4% | +3.7% | -6.4% |
| 3M | -8.9% | -18.4% | +9.5% | -8.5% |
| 6M | +34.7% | -8.8% | +43.5% | +34.7% |
| YTD | +53.3% | +43.4% | +10.0% | +52.0% |
| 1Y | +45.0% | +21.0% | +24.0% | +43.9% |
| 3Y | +73.1% | +67.7% | +5.4% | +69.5% |
| All | +56.5% | +68.6% | -12.1% | +55.4% |
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