+419.8%
TXN vs AA
+122.9%
+296.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -3.4% | +7.4% | +4.7% |
| 30D | -2.9% | -5.8% | +2.9% | -1.7% |
| 3M | -9.1% | -29.9% | +20.8% | -2.3% |
| 6M | +36.6% | -27.0% | +63.7% | +44.4% |
| YTD | +57.5% | -8.7% | +66.2% | +57.1% |
| 1Y | +49.5% | +50.6% | -1.1% | +32.1% |
| 3Y | +76.5% | +74.1% | +2.5% | +44.8% |
| 5Y | +62.4% | +2.6% | +59.8% | +39.1% |
| All | +419.8% | +122.9% | +296.9% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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