+99.7%
TXN vs Z
-54.2%
+153.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.4% | -9.7% | +0.4% |
| 7D | +1.0% | +10.2% | -9.1% | +1.8% |
| 30D | +6.1% | +23.7% | -17.5% | +7.7% |
| 3M | +10.4% | -6.6% | +16.9% | +10.1% |
| 6M | +12.6% | -23.0% | +35.6% | +14.3% |
| YTD | +83.5% | -50.3% | +133.8% | +93.2% |
| 1Y | +99.7% | -53.6% | +153.3% | +113.5% |
| All | +99.7% | -54.2% | +153.9% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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