+393.3%
TXN vs BA
+73.1%
+320.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | +2.5% | -0.3% | +1.5% |
| 30D | -9.5% | -10.1% | +0.6% | -6.7% |
| 3M | -10.5% | -2.4% | -8.1% | -10.2% |
| 6M | +35.4% | -8.8% | +44.2% | +38.2% |
| YTD | +51.8% | -2.9% | +54.7% | +51.8% |
| 1Y | +42.9% | -8.8% | +51.7% | +45.1% |
| 3Y | +71.3% | -0.3% | +71.6% | +65.2% |
| 5Y | +58.0% | -0.3% | +58.3% | +47.7% |
| 10Y | +393.3% | +72.3% | +320.9% | +238.8% |
| All | +393.3% | +73.1% | +320.2% | +238.8% |
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