+419.8%
TXN vs BRKR
+155.3%
+264.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.1% | +3.9% |
| 7D | +4.0% | -8.7% | +12.6% | +6.8% |
| 30D | -2.9% | -9.9% | +7.0% | +0.1% |
| 3M | -9.1% | -3.1% | -6.0% | -10.5% |
| 6M | +36.6% | +45.5% | -8.9% | +14.7% |
| YTD | +57.5% | +13.7% | +43.8% | +42.9% |
| 1Y | +49.5% | +67.4% | -17.9% | +15.9% |
| 3Y | +76.5% | -13.2% | +89.8% | +64.4% |
| 5Y | +62.4% | -39.5% | +101.9% | +70.7% |
| All | +419.8% | +155.3% | +264.5% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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