+201.7%
TXN vs DOW
-17.0%
+218.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +4.6% |
| 7D | +4.0% | -1.4% | +5.4% | +4.5% |
| 30D | -2.9% | -3.9% | +1.1% | -1.6% |
| 3M | -9.1% | -12.7% | +3.6% | -5.3% |
| 6M | +36.6% | -13.7% | +50.3% | +39.7% |
| YTD | +57.5% | +28.4% | +29.1% | +34.7% |
| 1Y | +49.5% | +21.8% | +27.8% | +29.6% |
| 3Y | +76.5% | -35.7% | +112.3% | +96.3% |
| 5Y | +62.4% | -36.8% | +99.2% | +79.5% |
| All | +201.7% | -17.0% | +218.7% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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