+468.5%
TXN vs AR
+57.4%
+411.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +9.5% | +7.4% | +2.1% | +8.6% |
| 30D | +8.7% | +5.8% | +2.9% | +8.0% |
| 3M | +11.6% | +5.2% | +6.4% | +10.8% |
| 6M | +0.1% | +5.4% | -5.3% | -0.9% |
| YTD | +78.8% | +12.4% | +66.4% | +74.8% |
| 1Y | +91.2% | +12.8% | +78.4% | +86.7% |
| 3Y | +125.8% | +47.2% | +78.6% | +112.2% |
| 5Y | +83.8% | +101.1% | -17.3% | +64.4% |
| All | +468.5% | +57.4% | +411.1% | +396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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