+419.8%
TXN vs BP
+137.7%
+282.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | +5.2% | -1.3% | +2.5% |
| 30D | -2.9% | +8.7% | -11.6% | -5.2% |
| 3M | -9.1% | +9.3% | -18.4% | -11.8% |
| 6M | +36.6% | +13.6% | +23.1% | +30.2% |
| YTD | +57.5% | +37.7% | +19.8% | +40.9% |
| 1Y | +49.5% | +40.6% | +8.9% | +32.4% |
| 3Y | +76.5% | +40.3% | +36.2% | +54.2% |
| 5Y | +62.4% | +141.4% | -79.0% | +16.2% |
| All | +419.8% | +137.7% | +282.1% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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