+1,260.8%
TXN vs EFV
+253.2%
+1,007.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.7% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | -6.7% | 0.0% | -6.7% | -6.8% |
| 3M | -8.9% | +8.4% | -17.3% | -14.2% |
| 6M | +34.7% | +12.3% | +22.3% | +23.6% |
| YTD | +53.3% | +17.4% | +35.9% | +35.9% |
| 1Y | +45.0% | +27.1% | +17.9% | +21.1% |
| 3Y | +73.1% | +90.7% | -17.6% | +6.4% |
| 5Y | +59.9% | +95.6% | -35.7% | -3.6% |
| 10Y | +415.7% | +165.3% | +250.4% | +152.3% |
| All | +1,260.8% | +253.2% | +1,007.7% | +414.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling