+419.8%
TXN vs BX
+673.1%
-253.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.8% |
| 7D | +4.0% | -5.6% | +9.6% | +6.4% |
| 30D | -2.9% | -12.2% | +9.4% | +2.3% |
| 3M | -9.1% | +7.4% | -16.5% | -12.6% |
| 6M | +36.6% | +22.2% | +14.5% | +22.5% |
| YTD | +57.5% | -14.0% | +71.5% | +63.4% |
| 1Y | +49.5% | -27.3% | +76.8% | +66.6% |
| 3Y | +76.5% | +24.5% | +52.0% | +50.1% |
| 5Y | +62.4% | +18.9% | +43.5% | +32.5% |
| All | +419.8% | +673.1% | -253.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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