+419.8%
TXN vs AFL
+303.3%
+116.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +4.0% | -1.6% | +5.6% | +4.6% |
| 30D | -2.9% | -4.0% | +1.2% | -1.4% |
| 3M | -9.1% | -0.5% | -8.6% | -9.5% |
| 6M | +36.6% | +6.5% | +30.1% | +32.0% |
| YTD | +57.5% | +6.2% | +51.3% | +52.3% |
| 1Y | +49.5% | +8.3% | +41.2% | +43.2% |
| 3Y | +76.5% | +62.5% | +14.0% | +41.3% |
| 5Y | +62.4% | +136.2% | -73.8% | +9.9% |
| All | +419.8% | +303.3% | +116.5% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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