+400.7%
TXN vs COO
+17.5%
+383.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.7% | +13.6% | +5.2% |
| 7D | +2.0% | -23.3% | +25.3% | +13.3% |
| 30D | -8.0% | -29.5% | +21.5% | +5.9% |
| 3M | -7.8% | -20.0% | +12.2% | -0.3% |
| 6M | +32.4% | -27.2% | +59.6% | +48.4% |
| YTD | +51.7% | -33.9% | +85.6% | +77.7% |
| 1Y | +44.3% | -19.9% | +64.2% | +53.4% |
| 3Y | +71.3% | -38.1% | +109.4% | +97.8% |
| 5Y | +56.4% | -52.0% | +108.4% | +102.2% |
| All | +400.7% | +17.5% | +383.1% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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