+67.9%
TXN vs ADVB
-96.8%
+164.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.6% | +20.7% | -2.2% |
| 7D | +9.5% | +27.8% | -18.3% | +8.5% |
| 30D | +8.7% | -50.8% | +59.5% | +9.9% |
| 3M | +11.6% | -70.5% | +82.1% | +13.9% |
| 6M | +0.1% | -46.7% | +46.8% | -3.0% |
| YTD | +78.8% | -56.7% | +135.5% | +72.9% |
| 1Y | +91.2% | -71.8% | +163.0% | +89.0% |
| All | +67.9% | -96.8% | +164.8% | +93.6% |
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