+468.5%
TXN vs BA
+24.8%
+443.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +9.5% | -1.1% | +10.6% | +9.8% |
| 30D | +8.7% | -7.1% | +15.8% | +10.7% |
| 3M | +11.6% | -25.5% | +37.1% | +20.8% |
| 6M | +0.1% | -28.7% | +28.8% | +9.3% |
| YTD | +78.8% | -21.0% | +99.8% | +88.8% |
| 1Y | +91.2% | -11.9% | +103.1% | +95.4% |
| 3Y | +125.8% | -16.2% | +142.0% | +128.1% |
| 5Y | +83.8% | -22.4% | +106.2% | +83.8% |
| All | +468.5% | +24.8% | +443.7% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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