+57.2%
TXN vs USB
+40.0%
+17.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | +1.4% | -1.5% | -0.7% |
| 30D | -6.9% | -1.3% | -5.6% | -6.5% |
| 3M | -14.9% | +15.2% | -30.2% | -20.3% |
| 6M | +29.0% | +18.8% | +10.2% | +19.2% |
| YTD | +51.5% | +21.0% | +30.5% | +38.3% |
| 1Y | +41.6% | +34.0% | +7.5% | +23.5% |
| 3Y | +65.8% | +95.3% | -29.5% | +24.9% |
| All | +57.2% | +40.0% | +17.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling