+44.0%
TXN vs ADVB
-89.4%
+133.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.4% | +1.2% |
| 7D | +2.7% | -13.0% | +15.7% | +3.0% |
| 30D | -6.7% | +7.5% | -14.2% | -7.0% |
| 3M | -8.9% | +129.1% | -138.0% | -14.5% |
| 6M | +34.7% | +71.7% | -37.0% | +26.7% |
| YTD | +53.3% | +45.5% | +7.8% | +45.1% |
| 1Y | +45.0% | -2.7% | +47.8% | +38.6% |
| All | +44.0% | -89.4% | +133.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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