+73.8%
TXN vs VRSK
-2.2%
+76.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +6.9% | -17.6% | -8.0% |
| 7D | -10.7% | +10.9% | -21.6% | -6.7% |
| 30D | -6.0% | +28.0% | -34.0% | +3.3% |
| 3M | +0.6% | +12.3% | -11.7% | +6.5% |
| 6M | 0.0% | +17.8% | -17.8% | +9.4% |
| YTD | +63.8% | -4.7% | +68.5% | +84.7% |
| 1Y | +73.8% | -0.2% | +74.0% | +95.4% |
| All | +73.8% | -2.2% | +76.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling