+419.8%
TXN vs AGI
+392.3%
+27.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.8% |
| 7D | +4.0% | -2.7% | +6.7% | +4.2% |
| 30D | -2.9% | +7.2% | -10.1% | -3.4% |
| 3M | -9.1% | +4.3% | -13.4% | -9.6% |
| 6M | +36.6% | -27.1% | +63.7% | +39.1% |
| YTD | +57.5% | -6.6% | +64.1% | +57.2% |
| 1Y | +49.5% | +9.5% | +40.0% | +47.3% |
| 3Y | +76.5% | +208.4% | -131.9% | +60.4% |
| 5Y | +62.4% | +401.6% | -339.3% | +42.6% |
| All | +419.8% | +392.3% | +27.4% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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