+84.6%
TXN vs BBWI
-67.6%
+152.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.2% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +12.9% | -4.2% | +5.7% |
| 3M | +11.6% | +16.0% | -4.4% | +7.0% |
| 6M | +0.1% | +16.6% | -16.5% | -5.4% |
| YTD | +78.8% | +9.7% | +69.1% | +69.2% |
| 1Y | +91.2% | +1.5% | +89.7% | +82.3% |
| 3Y | +125.8% | -21.4% | +147.2% | +120.2% |
| All | +84.6% | -67.6% | +152.2% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling