+780.0%
NOW vs TXN
+413.0%
+367.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -9.9% | +2.0% | -11.9% | -10.8% |
| 30D | +2.8% | -8.0% | +10.8% | +6.5% |
| 3M | +23.7% | -7.8% | +31.4% | +24.5% |
| 6M | +12.5% | +32.4% | -19.9% | -13.6% |
| YTD | -14.4% | +51.7% | -66.1% | -41.0% |
| 1Y | -29.0% | +44.3% | -73.3% | -49.8% |
| 3Y | +9.3% | +71.3% | -62.0% | -36.8% |
| 5Y | +1.2% | +56.4% | -55.2% | -37.5% |
| All | +780.0% | +413.0% | +367.0% | +106.5% |
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