+481.5%
TXN vs C
+218.7%
+262.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | +10.5% | -5.3% | +15.8% | +13.2% |
| 3M | +10.7% | -8.0% | +18.7% | +14.7% |
| 6M | +5.1% | -0.3% | +5.3% | +4.9% |
| YTD | +82.5% | +8.6% | +73.8% | +73.7% |
| 1Y | +98.2% | +25.8% | +72.4% | +76.7% |
| 3Y | +128.4% | +221.2% | -92.8% | +34.1% |
| 5Y | +89.0% | +113.6% | -24.5% | +28.9% |
| 10Y | +481.5% | +218.3% | +263.2% | +242.2% |
| All | +481.5% | +218.7% | +262.8% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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