+400.7%
TXN vs BAH
+207.1%
+193.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.8% | -5.9% | -2.1% |
| 7D | +2.0% | +2.4% | -0.5% | +1.4% |
| 30D | -8.0% | -2.9% | -5.0% | -7.5% |
| 3M | -7.8% | -1.3% | -6.4% | -8.0% |
| 6M | +32.4% | -0.9% | +33.3% | +31.1% |
| YTD | +51.7% | -8.2% | +59.9% | +51.3% |
| 1Y | +44.3% | -24.0% | +68.3% | +51.3% |
| 3Y | +71.3% | -28.1% | +99.4% | +72.4% |
| 5Y | +56.4% | +2.5% | +53.9% | +33.9% |
| All | +400.7% | +207.1% | +193.6% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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