+70.1%
TXN vs WAB
+164.6%
-94.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -8.0% | -5.9% | -2.1% | -4.1% |
| 3M | -7.8% | +9.4% | -17.1% | -13.8% |
| 6M | +32.4% | +13.8% | +18.6% | +20.9% |
| YTD | +51.7% | +31.8% | +19.9% | +25.6% |
| 1Y | +44.3% | +48.5% | -4.2% | +10.2% |
| All | +70.1% | +164.6% | -94.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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