+76.5%
TXN vs USHY
+27.0%
+49.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.7% |
| 7D | +4.0% | -0.7% | +4.7% | +6.4% |
| 30D | -2.9% | -0.7% | -2.2% | -0.6% |
| 3M | -9.1% | +0.1% | -9.1% | -9.0% |
| 6M | +36.6% | +1.8% | +34.9% | +29.6% |
| YTD | +57.5% | +1.8% | +55.7% | +49.4% |
| 1Y | +49.5% | +3.3% | +46.2% | +35.2% |
| 3Y | +76.5% | +27.0% | +49.6% | -2.6% |
| All | +76.5% | +27.0% | +49.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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