+419.8%
TXN vs ALNY
+260.0%
+159.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.8% |
| 7D | +4.0% | -6.5% | +10.5% | +4.8% |
| 30D | -2.9% | +11.0% | -13.9% | -4.2% |
| 3M | -9.1% | -14.1% | +5.0% | -8.4% |
| 6M | +36.6% | -22.4% | +59.0% | +39.3% |
| YTD | +57.5% | -37.5% | +94.9% | +64.8% |
| 1Y | +49.5% | -46.9% | +96.5% | +59.6% |
| 3Y | +76.5% | +22.1% | +54.5% | +64.9% |
| 5Y | +62.4% | +31.2% | +31.2% | +46.0% |
| All | +419.8% | +260.0% | +159.8% | +321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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