+391.9%
BAC vs TXN
+413.0%
-21.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -0.3% | +2.0% | -2.2% | -1.1% |
| 30D | -1.8% | -8.0% | +6.2% | +1.5% |
| 3M | +15.3% | -7.8% | +23.0% | +17.3% |
| 6M | +30.2% | +32.4% | -2.3% | +9.4% |
| YTD | +15.6% | +51.7% | -36.1% | -10.0% |
| 1Y | +27.5% | +44.3% | -16.8% | +1.2% |
| 3Y | +137.0% | +71.3% | +65.8% | +62.8% |
| 5Y | +75.6% | +56.4% | +19.2% | +23.2% |
| All | +391.9% | +413.0% | -21.1% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling