+468.5%
TXN vs ALLE
+211.7%
+256.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.4% |
| 7D | +9.5% | +3.6% | +5.9% | +7.5% |
| 30D | +8.7% | +25.9% | -17.2% | -4.0% |
| 3M | +11.6% | +15.8% | -4.2% | +2.9% |
| 6M | +0.1% | +48.1% | -48.0% | -20.0% |
| YTD | +78.8% | +22.0% | +56.8% | +57.7% |
| 1Y | +91.2% | +18.0% | +73.2% | +71.5% |
| 3Y | +125.8% | +93.1% | +32.7% | +52.1% |
| 5Y | +83.8% | +52.1% | +31.7% | +38.4% |
| All | +468.5% | +211.7% | +256.8% | +202.8% |
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