+419.8%
TXN vs BTG
+159.3%
+260.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.8% |
| 7D | +4.0% | -3.8% | +7.7% | +4.4% |
| 30D | -2.9% | +3.6% | -6.5% | -3.3% |
| 3M | -9.1% | +32.0% | -41.1% | -12.0% |
| 6M | +36.6% | +3.4% | +33.3% | +35.1% |
| YTD | +57.5% | +20.8% | +36.7% | +53.0% |
| 1Y | +49.5% | +22.4% | +27.1% | +44.6% |
| 3Y | +76.5% | +91.7% | -15.2% | +61.5% |
| 5Y | +62.4% | +79.0% | -16.6% | +48.2% |
| All | +419.8% | +159.3% | +260.5% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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