+400.7%
TXN vs BWA
+153.1%
+247.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.3% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | -8.0% | -5.5% | -2.5% | -5.9% |
| 3M | -7.8% | -7.6% | -0.1% | -4.8% |
| 6M | +32.4% | +25.0% | +7.4% | +21.0% |
| YTD | +51.7% | +47.0% | +4.7% | +27.8% |
| 1Y | +44.3% | +54.0% | -9.7% | +19.0% |
| 3Y | +71.3% | +70.7% | +0.6% | +31.3% |
| 5Y | +56.4% | +86.7% | -30.3% | +12.4% |
| All | +400.7% | +153.1% | +247.6% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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