+217.6%
BAC vs TXN
+467.5%
-249.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +2.2% |
| 7D | +3.2% | +9.5% | -6.2% | -0.7% |
| 30D | -0.7% | +8.7% | -9.4% | -4.6% |
| 3M | -20.0% | +11.6% | -31.6% | -24.2% |
| 6M | +3.4% | +0.1% | +3.3% | +0.7% |
| YTD | -5.7% | +78.8% | -84.6% | -31.9% |
| 1Y | -1.4% | +91.2% | -92.7% | -31.3% |
| 3Y | +97.9% | +125.8% | -27.9% | +18.5% |
| 5Y | +22.9% | +83.8% | -60.9% | -19.8% |
| All | +217.6% | +467.5% | -249.9% | +13.2% |
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