+485.1%
TXN vs CAPR
-63.2%
+548.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.7% | +9.6% | +1.0% |
| 7D | +12.3% | +19.1% | -6.7% | +11.9% |
| 30D | +9.1% | +48.8% | -39.8% | +8.0% |
| 3M | +13.5% | +144.4% | -130.9% | +10.8% |
| 6M | +6.9% | -67.5% | +74.4% | +7.6% |
| YTD | +84.0% | -64.5% | +148.6% | +84.5% |
| 1Y | +95.8% | +74.4% | +21.3% | +81.1% |
| 3Y | +130.3% | +265.7% | -135.4% | +102.4% |
| 5Y | +89.2% | +196.0% | -106.8% | +64.5% |
| All | +485.1% | -63.2% | +548.3% | +395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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