+20,389.3%
TXN vs USB
+8,537.0%
+11,852.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -6.9% | -1.3% | -5.6% | -6.6% |
| 3M | -14.9% | +15.2% | -30.2% | -19.1% |
| 6M | +29.0% | +18.8% | +10.2% | +21.3% |
| YTD | +51.5% | +21.0% | +30.5% | +41.3% |
| 1Y | +41.6% | +34.0% | +7.5% | +27.5% |
| 3Y | +65.8% | +95.3% | -29.5% | +31.1% |
| 5Y | +56.8% | +40.4% | +16.4% | +34.9% |
| 10Y | +387.5% | +107.3% | +280.1% | +257.0% |
| All | +20,389.3% | +8,537.0% | +11,852.4% | +5,966.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling