+120.4%
TXN vs ABCL
-79.6%
+199.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.8% | +2.3% | -6.1% | -4.0% |
| 30D | +6.4% | -0.7% | +7.1% | +6.4% |
| 3M | +7.7% | +33.4% | -25.7% | +4.2% |
| 6M | +5.5% | +137.8% | -132.3% | -5.3% |
| YTD | +77.0% | +264.3% | -187.3% | +50.3% |
| 1Y | +91.2% | +209.2% | -118.0% | +65.1% |
| 3Y | +121.5% | +208.4% | -86.9% | +81.6% |
| 5Y | +84.9% | -11.9% | +96.8% | +66.1% |
| All | +120.4% | -79.6% | +199.9% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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