+1,003.0%
BE vs TXN
+198.1%
+804.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.8% | +2.9% | +3.5% |
| 7D | +9.0% | +4.0% | +5.1% | +5.7% |
| 30D | +16.3% | -2.9% | +19.1% | +19.2% |
| 3M | +10.8% | -9.1% | +19.9% | +22.5% |
| 6M | +73.2% | +36.6% | +36.6% | +37.2% |
| YTD | +217.4% | +57.5% | +159.9% | +123.0% |
| 1Y | +309.8% | +49.5% | +260.3% | +198.9% |
| 3Y | +1,726.2% | +76.5% | +1,649.6% | +939.9% |
| 5Y | +1,306.2% | +62.4% | +1,243.8% | +787.7% |
| All | +1,003.0% | +198.1% | +804.9% | +360.2% |
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