+419.8%
TXN vs BBY
+252.7%
+167.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.8% |
| 7D | +4.0% | +0.6% | +3.4% | +3.8% |
| 30D | -2.9% | +9.4% | -12.3% | -6.0% |
| 3M | -9.1% | +19.3% | -28.4% | -14.8% |
| 6M | +36.6% | +47.9% | -11.3% | +17.5% |
| YTD | +57.5% | +39.6% | +17.9% | +37.5% |
| 1Y | +49.5% | +22.2% | +27.3% | +36.4% |
| 3Y | +76.5% | +45.0% | +31.6% | +46.0% |
| 5Y | +62.4% | +2.6% | +59.8% | +46.2% |
| All | +419.8% | +252.7% | +167.1% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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