+504.8%
TXN vs XYZ
+608.9%
-104.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.7% | -3.7% | +6.4% | +3.5% |
| 30D | -6.7% | +0.5% | -7.3% | -7.0% |
| 3M | -8.9% | +16.3% | -25.2% | -12.3% |
| 6M | +34.7% | +21.1% | +13.5% | +27.7% |
| YTD | +53.3% | +22.0% | +31.3% | +43.7% |
| 1Y | +45.0% | +5.2% | +39.9% | +40.0% |
| 3Y | +73.1% | +49.6% | +23.5% | +45.6% |
| 5Y | +59.9% | -68.4% | +128.4% | +77.2% |
| 10Y | +415.7% | +604.5% | -188.8% | +194.6% |
| All | +504.8% | +608.9% | -104.1% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 all: compounded portfolio wealth divided by compounded XYZ 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…
all analysis · Full analysis span regression · 6 months rolling