+419.8%
TXN vs COST
+611.6%
-191.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.7% |
| 7D | +4.0% | -1.2% | +5.2% | +4.7% |
| 30D | -2.9% | -4.7% | +1.9% | -0.4% |
| 3M | -9.1% | -7.1% | -2.0% | -6.1% |
| 6M | +36.6% | -8.5% | +45.2% | +41.8% |
| YTD | +57.5% | +5.4% | +52.1% | +49.5% |
| 1Y | +49.5% | -5.6% | +55.2% | +51.3% |
| 3Y | +76.5% | +68.5% | +8.1% | +21.8% |
| 5Y | +62.4% | +105.2% | -42.9% | -3.6% |
| All | +419.8% | +611.6% | -191.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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