+41.6%
TXN vs WFC
+13.8%
+27.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | -0.1% | +3.8% | -3.9% | -0.8% |
| 30D | -6.9% | +1.5% | -8.4% | -7.2% |
| 3M | -14.9% | +10.9% | -25.8% | -17.0% |
| 6M | +29.0% | +8.4% | +20.6% | +25.9% |
| YTD | +51.5% | -1.9% | +53.3% | +50.8% |
| 1Y | +41.6% | +12.3% | +29.2% | +35.5% |
| All | +41.6% | +13.8% | +27.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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