+56.8%
TXN vs BROS
+35.1%
+21.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +3.7% |
| 7D | +4.0% | -5.8% | +9.7% | +4.8% |
| 30D | -2.9% | -14.0% | +11.1% | -1.0% |
| 3M | -9.1% | -32.5% | +23.4% | -5.1% |
| 6M | +36.6% | -14.9% | +51.5% | +37.6% |
| YTD | +57.5% | -28.3% | +85.8% | +62.0% |
| 1Y | +49.5% | -34.0% | +83.5% | +55.1% |
| 3Y | +76.5% | +63.0% | +13.6% | +58.2% |
| All | +56.8% | +35.1% | +21.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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