+2,103.7%
TXN vs AGI
+5,263.7%
-3,160.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.9% |
| 7D | +2.0% | -5.4% | +7.3% | +2.3% |
| 30D | -8.0% | +6.6% | -14.6% | -8.3% |
| 3M | -7.8% | +8.2% | -15.9% | -8.3% |
| 6M | +32.4% | -29.3% | +61.7% | +34.4% |
| YTD | +51.7% | -7.4% | +59.0% | +51.6% |
| 1Y | +44.3% | +7.9% | +36.4% | +42.9% |
| 3Y | +71.3% | +206.2% | -135.0% | +60.0% |
| 5Y | +56.4% | +397.6% | -341.2% | +42.1% |
| 10Y | +410.2% | +383.4% | +26.8% | +352.5% |
| All | +2,103.7% | +5,263.7% | -3,160.0% | +1,651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling