+415.7%
TXN vs B
+200.3%
+215.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +2.7% | +1.0% | +1.6% | +2.5% |
| 30D | -6.7% | +9.5% | -16.2% | -8.0% |
| 3M | -8.9% | +14.3% | -23.2% | -10.9% |
| 6M | +34.7% | -1.9% | +36.6% | +34.2% |
| YTD | +53.3% | +4.1% | +49.2% | +51.3% |
| 1Y | +45.0% | +56.1% | -11.1% | +35.3% |
| 3Y | +73.1% | +202.0% | -128.9% | +46.6% |
| 5Y | +59.9% | +158.8% | -98.9% | +36.0% |
| 10Y | +415.7% | +211.9% | +203.8% | +324.8% |
| All | +415.7% | +200.3% | +215.4% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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