+1,804.3%
TXN vs AGG
+96.0%
+1,708.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -1.1% | +5.0% | +3.6% |
| 30D | -2.9% | -1.1% | -1.7% | -3.2% |
| 3M | -9.1% | -1.9% | -7.2% | -9.6% |
| 6M | +36.6% | -1.7% | +38.3% | +35.9% |
| YTD | +57.5% | -1.3% | +58.8% | +56.8% |
| 1Y | +49.5% | -0.7% | +50.3% | +49.2% |
| 3Y | +76.5% | +12.5% | +64.1% | +84.2% |
| 5Y | +62.4% | -2.5% | +64.9% | +53.1% |
| 10Y | +429.7% | +14.2% | +415.5% | +473.9% |
| All | +1,804.3% | +96.0% | +1,708.3% | +3,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling