+419.8%
TXN vs AG
+68.4%
+351.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +4.1% |
| 7D | +4.0% | -6.7% | +10.7% | +4.7% |
| 30D | -2.9% | +2.2% | -5.0% | -3.2% |
| 3M | -9.1% | +15.7% | -24.8% | -10.7% |
| 6M | +36.6% | -23.8% | +60.4% | +39.0% |
| YTD | +57.5% | +17.6% | +39.8% | +52.5% |
| 1Y | +49.5% | +88.6% | -39.1% | +37.4% |
| 3Y | +76.5% | +253.4% | -176.9% | +48.4% |
| 5Y | +62.4% | +62.4% | 0.0% | +42.3% |
| All | +419.8% | +68.4% | +351.4% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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