+400.7%
TXN vs ALM
+2,776.7%
-2,376.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -0.7% |
| 7D | +2.0% | -7.1% | +9.1% | +2.2% |
| 30D | -8.0% | +24.7% | -32.7% | -8.8% |
| 3M | -7.8% | +8.3% | -16.1% | -8.2% |
| 6M | +32.4% | -22.2% | +54.6% | +32.6% |
| YTD | +51.7% | +88.1% | -36.4% | +48.1% |
| 1Y | +44.3% | +272.4% | -228.1% | +38.1% |
| 3Y | +71.3% | +2,004.1% | -1,932.9% | +54.9% |
| 5Y | +56.4% | +915.8% | -859.4% | +42.7% |
| All | +400.7% | +2,776.7% | -2,376.1% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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