+76.5%
TXN vs BBWI
-45.3%
+121.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.4% | -2.6% | +2.5% |
| 7D | +4.0% | -4.8% | +8.8% | +4.9% |
| 30D | -2.9% | +3.5% | -6.3% | -4.0% |
| 3M | -9.1% | -0.3% | -8.8% | -10.4% |
| 6M | +36.6% | -5.4% | +42.0% | +35.3% |
| YTD | +57.5% | -4.7% | +62.2% | +54.5% |
| 1Y | +49.5% | -30.5% | +80.0% | +58.4% |
| 3Y | +76.5% | -44.3% | +120.9% | +82.4% |
| All | +76.5% | -45.3% | +121.8% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling