+244.7%
TXN vs USHY
+49.7%
+195.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.1% |
| 7D | +2.0% | -0.7% | +2.7% | +3.5% |
| 30D | -8.0% | -0.5% | -7.4% | -7.0% |
| 3M | -7.8% | +0.5% | -8.3% | -8.5% |
| 6M | +32.4% | +1.5% | +30.9% | +29.1% |
| YTD | +51.7% | +1.7% | +49.9% | +47.2% |
| 1Y | +44.3% | +3.5% | +40.7% | +35.5% |
| 3Y | +71.3% | +27.2% | +44.1% | +11.8% |
| 5Y | +56.4% | +21.0% | +35.4% | +14.5% |
| All | +244.7% | +49.7% | +195.1% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling