+59.6%
TXN vs AGG
-2.6%
+62.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +4.0% | -1.1% | +5.0% | +4.7% |
| 30D | -2.9% | -1.1% | -1.7% | -2.1% |
| 3M | -9.1% | -1.9% | -7.2% | -7.8% |
| 6M | +36.6% | -1.7% | +38.3% | +38.4% |
| YTD | +57.5% | -1.3% | +58.8% | +59.1% |
| 1Y | +49.5% | -0.7% | +50.3% | +50.5% |
| 3Y | +76.5% | +12.5% | +64.1% | +63.1% |
| All | +59.6% | -2.6% | +62.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling