+468.5%
TXN vs ALL
+377.9%
+90.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +9.5% | +5.0% | +4.4% | +7.7% |
| 30D | +8.7% | +13.3% | -4.6% | +4.2% |
| 3M | +11.6% | +3.2% | +8.4% | +10.0% |
| 6M | +0.1% | +25.3% | -25.2% | -9.1% |
| YTD | +78.8% | +30.5% | +48.4% | +59.5% |
| 1Y | +91.2% | +29.2% | +62.0% | +71.0% |
| 3Y | +125.8% | +119.1% | +6.7% | +57.3% |
| 5Y | +83.8% | +162.6% | -78.8% | +12.1% |
| All | +468.5% | +377.9% | +90.5% | +166.1% |
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