+419.8%
TXN vs AAL
-63.7%
+483.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | -2.9% | -12.9% | +10.0% | +0.1% |
| 3M | -9.1% | -11.2% | +2.1% | -7.1% |
| 6M | +36.6% | +17.8% | +18.8% | +30.8% |
| YTD | +57.5% | -15.1% | +72.6% | +60.8% |
| 1Y | +49.5% | +0.5% | +49.1% | +46.6% |
| 3Y | +76.5% | -7.7% | +84.2% | +69.6% |
| 5Y | +62.4% | -31.3% | +93.7% | +60.2% |
| All | +419.8% | -63.7% | +483.5% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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