+400.7%
TXN vs CAPR
-78.6%
+479.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -1.0% |
| 7D | +2.0% | -10.6% | +12.5% | +2.2% |
| 30D | -8.0% | +111.2% | -119.2% | -9.7% |
| 3M | -7.8% | -67.2% | +59.5% | -6.9% |
| 6M | +32.4% | -75.1% | +107.6% | +34.2% |
| YTD | +51.7% | -71.2% | +122.9% | +53.1% |
| 1Y | +44.3% | +31.1% | +13.2% | +34.4% |
| 3Y | +71.3% | +31.3% | +39.9% | +54.2% |
| 5Y | +56.4% | +69.4% | -13.0% | +38.0% |
| All | +400.7% | -78.6% | +479.3% | +321.3% |
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