+400.7%
TXN vs ECL
+155.8%
+244.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.9% |
| 7D | +2.0% | -2.6% | +4.6% | +3.4% |
| 30D | -8.0% | -4.6% | -3.4% | -5.8% |
| 3M | -7.8% | +6.0% | -13.7% | -11.2% |
| 6M | +32.4% | -3.0% | +35.4% | +33.6% |
| YTD | +51.7% | +4.0% | +47.7% | +47.3% |
| 1Y | +44.3% | +2.0% | +42.3% | +41.3% |
| 3Y | +71.3% | +53.9% | +17.4% | +32.9% |
| 5Y | +56.4% | +27.1% | +29.3% | +31.7% |
| All | +400.7% | +155.8% | +244.9% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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