+469.9%
TXN vs ALLY
+182.8%
+287.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +2.4% |
| 7D | -3.8% | -0.7% | -3.2% | -3.6% |
| 30D | +6.4% | +1.1% | +5.3% | +5.9% |
| 3M | +7.7% | -13.2% | +20.9% | +12.8% |
| 6M | +5.5% | -13.5% | +18.9% | +10.2% |
| YTD | +77.0% | -14.3% | +91.3% | +84.6% |
| 1Y | +91.2% | -1.1% | +92.4% | +89.6% |
| 3Y | +121.5% | +62.0% | +59.5% | +82.6% |
| 5Y | +84.9% | -9.6% | +94.5% | +77.5% |
| 10Y | +469.9% | +176.0% | +293.9% | +313.7% |
| All | +469.9% | +182.8% | +287.1% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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