+393.3%
TXN vs ALLE
+148.2%
+245.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.2% | +2.8% | -0.6% | +0.7% |
| 30D | -9.5% | -7.6% | -1.9% | -5.7% |
| 3M | -10.5% | +22.8% | -33.3% | -20.7% |
| 6M | +35.4% | +4.6% | +30.8% | +30.7% |
| YTD | +51.8% | -1.2% | +53.0% | +50.0% |
| 1Y | +42.9% | -9.1% | +52.1% | +47.8% |
| 3Y | +71.3% | +50.0% | +21.4% | +32.5% |
| 5Y | +58.0% | +15.2% | +42.8% | +38.2% |
| 10Y | +393.3% | +151.1% | +242.2% | +188.2% |
| All | +393.3% | +148.2% | +245.0% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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