+415.7%
TXN vs ES
+83.1%
+332.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -6.7% | -1.0% | -5.7% | -6.5% |
| 3M | -8.9% | +1.5% | -10.4% | -9.7% |
| 6M | +34.7% | -3.5% | +38.2% | +35.5% |
| YTD | +53.3% | +7.0% | +46.3% | +48.9% |
| 1Y | +45.0% | +15.3% | +29.7% | +36.5% |
| 3Y | +73.1% | +30.2% | +42.9% | +53.1% |
| 5Y | +59.9% | -4.3% | +64.2% | +57.0% |
| 10Y | +415.7% | +87.5% | +328.2% | +333.9% |
| All | +415.7% | +83.1% | +332.6% | +333.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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