+71.9%
TXN vs W
+38.0%
+33.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +2.7% | +5.9% | -3.2% | +1.7% |
| 30D | -6.7% | -3.0% | -3.7% | -6.3% |
| 3M | -8.9% | +40.3% | -49.2% | -15.1% |
| 6M | +34.7% | +32.2% | +2.5% | +25.6% |
| YTD | +53.3% | -0.3% | +53.6% | +49.2% |
| 1Y | +45.0% | +16.2% | +28.9% | +35.1% |
| All | +71.9% | +38.0% | +33.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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