+419.8%
TXN vs BN
+265.2%
+154.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +4.0% | -5.2% | +9.2% | +6.7% |
| 30D | -2.9% | -14.5% | +11.6% | +4.8% |
| 3M | -9.1% | -15.0% | +5.9% | -1.7% |
| 6M | +36.6% | -5.4% | +42.0% | +39.2% |
| YTD | +57.5% | -16.4% | +73.9% | +69.6% |
| 1Y | +49.5% | -16.2% | +65.8% | +60.3% |
| 3Y | +76.5% | +67.5% | +9.0% | +29.9% |
| 5Y | +62.4% | +34.1% | +28.3% | +30.4% |
| All | +419.8% | +265.2% | +154.6% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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