+419.8%
TXN vs BB
+1.6%
+418.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.6% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -2.9% | -12.5% | +9.7% | -0.9% |
| 3M | -9.1% | -17.4% | +8.3% | -7.2% |
| 6M | +36.6% | +119.1% | -82.5% | +18.9% |
| YTD | +57.5% | +102.4% | -44.9% | +38.5% |
| 1Y | +49.5% | +98.2% | -48.7% | +31.4% |
| 3Y | +76.5% | +46.9% | +29.6% | +55.2% |
| 5Y | +62.4% | -26.4% | +88.8% | +51.1% |
| All | +419.8% | +1.6% | +418.2% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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