+468.5%
TXN vs CAPR
-65.7%
+534.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.1% | -2.7% |
| 7D | +9.5% | +5.9% | +3.6% | +9.3% |
| 30D | +8.7% | +44.6% | -35.9% | +7.7% |
| 3M | +11.6% | +126.4% | -114.8% | +9.1% |
| 6M | +0.1% | -68.6% | +68.7% | +0.8% |
| YTD | +78.8% | -67.0% | +145.8% | +79.5% |
| 1Y | +91.2% | +65.2% | +26.1% | +77.0% |
| 3Y | +125.8% | +235.6% | -109.7% | +98.8% |
| 5Y | +83.8% | +175.4% | -91.6% | +60.1% |
| All | +468.5% | -65.7% | +534.2% | +382.4% |
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