+20,389.4%
TXN vs BBWI
+1,034.6%
+19,354.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.1% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -6.9% | -5.2% | -1.8% | -6.1% |
| 3M | -14.9% | +11.1% | -26.0% | -18.4% |
| 6M | +29.0% | -13.4% | +42.4% | +30.5% |
| YTD | +51.5% | +0.1% | +51.4% | +46.7% |
| 1Y | +41.6% | -36.1% | +77.7% | +51.9% |
| 3Y | +65.8% | -44.1% | +109.9% | +76.7% |
| 5Y | +56.8% | -66.2% | +123.1% | +82.3% |
| 10Y | +387.5% | -54.8% | +442.2% | +332.0% |
| All | +20,389.4% | +1,034.6% | +19,354.7% | +4,718.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling