+80.3%
TXN vs COMP
-49.2%
+129.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +0.9% | +6.0% |
| 7D | -2.1% | +14.5% | -16.6% | -3.5% |
| 30D | +4.7% | +14.9% | -10.2% | +3.0% |
| 3M | +3.9% | -14.2% | +18.1% | +5.2% |
| 6M | +3.8% | +23.7% | -20.0% | +0.5% |
| YTD | +74.2% | +2.1% | +72.1% | +70.2% |
| 1Y | +88.2% | +26.2% | +62.0% | +79.4% |
| 3Y | +124.0% | +470.9% | -346.9% | +74.6% |
| 5Y | +78.4% | -14.0% | +92.4% | +52.6% |
| All | +80.3% | -49.2% | +129.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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