+419.8%
TXN vs EL
+26.1%
+393.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +4.0% | -6.5% | +10.5% | +6.3% |
| 30D | -2.9% | +11.1% | -14.0% | -7.0% |
| 3M | -9.1% | +10.7% | -19.8% | -13.0% |
| 6M | +36.6% | +6.9% | +29.8% | +30.8% |
| YTD | +57.5% | -6.3% | +63.8% | +55.5% |
| 1Y | +49.5% | +13.5% | +36.1% | +36.6% |
| 3Y | +76.5% | -33.1% | +109.6% | +82.7% |
| 5Y | +62.4% | -68.8% | +131.1% | +132.7% |
| All | +419.8% | +26.1% | +393.7% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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