+4,404.4%
DELL vs TXN
+432.6%
+3,971.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.8% | +8.2% | +9.8% |
| 7D | +8.2% | +4.0% | +4.3% | +6.1% |
| 30D | +17.1% | -2.9% | +19.9% | +19.3% |
| 3M | +45.2% | -9.1% | +54.3% | +52.2% |
| 6M | +286.8% | +36.6% | +250.1% | +210.5% |
| YTD | +354.8% | +57.5% | +297.3% | +232.1% |
| 1Y | +358.3% | +49.5% | +308.7% | +243.9% |
| 3Y | +724.9% | +76.5% | +648.4% | +440.8% |
| 5Y | +1,193.7% | +62.4% | +1,131.3% | +783.0% |
| All | +4,404.4% | +432.6% | +3,971.9% | +1,478.8% |
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