-3.2%
TXN vs WM
+6.8%
-10.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -1.8% |
| 7D | -7.8% | +1.2% | -9.0% | -6.9% |
| 30D | -3.6% | +13.1% | -16.6% | +7.4% |
| 3M | +0.1% | +3.6% | -3.5% | +2.2% |
| 6M | -3.2% | +8.1% | -11.3% | +7.2% |
| All | -3.2% | +6.8% | -10.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 6mo: compounded portfolio wealth divided by compounded WM 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…
6mo analysis · Full analysis span regression · 6 months rolling