+419.8%
TXN vs BG
+166.7%
+253.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.6% | +4.3% |
| 7D | +4.0% | +3.1% | +0.9% | +3.1% |
| 30D | -2.9% | +10.2% | -13.1% | -5.6% |
| 3M | -9.1% | -1.7% | -7.4% | -9.2% |
| 6M | +36.6% | +1.0% | +35.7% | +34.9% |
| YTD | +57.5% | +39.9% | +17.6% | +41.1% |
| 1Y | +49.5% | +53.2% | -3.7% | +29.7% |
| 3Y | +76.5% | +16.3% | +60.3% | +63.3% |
| 5Y | +62.4% | +83.9% | -21.5% | +26.0% |
| All | +419.8% | +166.7% | +253.1% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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