+745.4%
TXN vs Z
+4.2%
+741.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.3% |
| 7D | +12.3% | -4.9% | +17.3% | +13.4% |
| 30D | +9.1% | +3.0% | +6.1% | +8.0% |
| 3M | +13.5% | -13.4% | +26.9% | +15.5% |
| 6M | +6.9% | -27.3% | +34.3% | +11.7% |
| YTD | +84.0% | -57.8% | +141.8% | +111.7% |
| 1Y | +95.8% | -60.0% | +155.8% | +127.4% |
| 3Y | +130.3% | -21.5% | +151.9% | +125.8% |
| 5Y | +89.2% | -55.0% | +144.1% | +97.1% |
| 10Y | +486.5% | -18.8% | +505.3% | +389.6% |
| All | +745.4% | +4.2% | +741.2% | +567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling