+419.8%
TXN vs AIG
+66.2%
+353.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +4.0% | -1.2% | +5.1% | +4.4% |
| 30D | -2.9% | -1.1% | -1.8% | -2.6% |
| 3M | -9.1% | +0.7% | -9.8% | -9.7% |
| 6M | +36.6% | -2.2% | +38.8% | +36.8% |
| YTD | +57.5% | -10.8% | +68.3% | +61.9% |
| 1Y | +49.5% | -2.0% | +51.6% | +48.2% |
| 3Y | +76.5% | +34.8% | +41.7% | +57.1% |
| 5Y | +62.4% | +55.0% | +7.3% | +35.6% |
| All | +419.8% | +66.2% | +353.6% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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