+419.8%
TXN vs BAX
-38.1%
+457.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.4% |
| 7D | +4.0% | -7.9% | +11.8% | +6.9% |
| 30D | -2.9% | -11.7% | +8.8% | +1.3% |
| 3M | -9.1% | +16.2% | -25.3% | -15.2% |
| 6M | +36.6% | +32.0% | +4.7% | +20.8% |
| YTD | +57.5% | +24.7% | +32.8% | +40.4% |
| 1Y | +49.5% | -2.6% | +52.2% | +45.6% |
| 3Y | +76.5% | -35.0% | +111.5% | +95.8% |
| 5Y | +62.4% | -67.6% | +129.9% | +142.9% |
| All | +419.8% | -38.1% | +457.9% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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