+101.9%
WMT vs TXN
+75.8%
+26.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.1% |
| 7D | 0.0% | +4.0% | -4.0% | -0.3% |
| 30D | -7.4% | -2.9% | -4.6% | -7.2% |
| 3M | -10.9% | -9.1% | -1.8% | -10.5% |
| 6M | -12.7% | +36.6% | -49.3% | -16.4% |
| YTD | -3.2% | +57.5% | -60.7% | -8.8% |
| 1Y | +5.3% | +49.5% | -44.3% | -0.2% |
| 3Y | +101.9% | +76.5% | +25.3% | +82.0% |
| All | +101.9% | +75.8% | +26.0% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 3y: compounded portfolio wealth divided by compounded TXN 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…
3y analysis · Full analysis span regression · 6 months rolling