+179.6%
TXN vs ALC
+17.1%
+162.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | 0.0% |
| 7D | +2.0% | -7.7% | +9.6% | +5.2% |
| 30D | -8.0% | -11.7% | +3.7% | -3.4% |
| 3M | -7.8% | +0.7% | -8.4% | -8.7% |
| 6M | +32.4% | -17.1% | +49.5% | +41.1% |
| YTD | +51.7% | -15.1% | +66.8% | +59.5% |
| 1Y | +44.3% | -14.1% | +58.4% | +50.6% |
| 3Y | +71.3% | -18.2% | +89.4% | +78.1% |
| 5Y | +56.4% | -19.2% | +75.6% | +60.8% |
| All | +179.6% | +17.1% | +162.6% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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