+419.8%
TXN vs ALL
+365.1%
+54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.1% | +3.6% |
| 7D | +4.0% | -2.3% | +6.2% | +4.8% |
| 30D | -2.9% | -0.4% | -2.4% | -2.9% |
| 3M | -9.1% | +16.0% | -25.1% | -14.7% |
| 6M | +36.6% | +24.6% | +12.1% | +24.4% |
| YTD | +57.5% | +23.7% | +33.8% | +43.4% |
| 1Y | +49.5% | +27.7% | +21.8% | +34.1% |
| 3Y | +76.5% | +150.2% | -73.7% | +15.3% |
| 5Y | +62.4% | +117.1% | -54.7% | +9.1% |
| All | +419.8% | +365.1% | +54.7% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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