+104.6%
TXN vs USB
+90.4%
+14.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.1% | -8.6% | -9.5% |
| 7D | -10.7% | -1.5% | -9.2% | -9.8% |
| 30D | -6.0% | +4.3% | -10.3% | -8.2% |
| 3M | +0.6% | -6.1% | +6.7% | +4.2% |
| 6M | 0.0% | +9.4% | -9.4% | -6.1% |
| YTD | +63.8% | +15.2% | +48.6% | +47.8% |
| 1Y | +73.8% | +32.8% | +41.0% | +42.8% |
| All | +104.6% | +90.4% | +14.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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