+595.8%
TXN vs Z
+25.1%
+570.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.2% |
| 7D | -0.1% | -3.0% | +2.9% | +0.5% |
| 30D | -6.9% | -4.2% | -2.8% | -6.5% |
| 3M | -14.9% | -3.7% | -11.2% | -15.1% |
| 6M | +29.0% | -24.5% | +53.5% | +34.3% |
| YTD | +51.5% | -49.3% | +100.8% | +69.5% |
| 1Y | +41.6% | -58.7% | +100.2% | +64.5% |
| 3Y | +65.8% | -34.1% | +100.0% | +69.6% |
| 5Y | +56.8% | -64.5% | +121.4% | +70.3% |
| 10Y | +387.5% | -0.5% | +387.9% | +294.2% |
| All | +595.8% | +25.1% | +570.7% | +434.6% |
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