+400.7%
TXN vs ALB
+84.6%
+316.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.3% |
| 7D | +2.0% | -7.6% | +9.6% | +4.0% |
| 30D | -8.0% | -5.6% | -2.4% | -6.9% |
| 3M | -7.8% | -16.8% | +9.1% | -3.6% |
| 6M | +32.4% | -26.3% | +58.7% | +41.2% |
| YTD | +51.7% | -13.2% | +64.9% | +52.8% |
| 1Y | +44.3% | +68.8% | -24.5% | +18.9% |
| 3Y | +71.3% | -30.7% | +101.9% | +67.2% |
| 5Y | +56.4% | -46.3% | +102.7% | +55.9% |
| All | +400.7% | +84.6% | +316.1% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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