+308.5%
CSCO vs TXN
+467.5%
-159.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.0% |
| 7D | +1.9% | +9.5% | -7.6% | -1.9% |
| 30D | -15.8% | +8.7% | -24.5% | -18.7% |
| 3M | -15.4% | +11.6% | -27.0% | -19.3% |
| 6M | -5.4% | +0.1% | -5.5% | -6.5% |
| YTD | +26.5% | +78.8% | -52.3% | -5.1% |
| 1Y | +25.9% | +91.2% | -65.3% | -8.5% |
| 3Y | +97.5% | +125.8% | -28.3% | +23.4% |
| 5Y | +93.0% | +83.8% | +9.2% | +31.3% |
| All | +308.5% | +467.5% | -159.0% | +56.6% |
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