+419.8%
TXN vs ESI
+312.8%
+107.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +4.0% | -4.6% | +8.6% | +6.1% |
| 30D | -2.9% | -10.5% | +7.7% | +1.9% |
| 3M | -9.1% | -19.8% | +10.7% | -0.2% |
| 6M | +36.6% | +5.8% | +30.8% | +32.3% |
| YTD | +57.5% | +38.3% | +19.2% | +34.6% |
| 1Y | +49.5% | +31.5% | +18.0% | +30.0% |
| 3Y | +76.5% | +80.7% | -4.1% | +33.3% |
| 5Y | +62.4% | +69.4% | -7.0% | +23.6% |
| All | +419.8% | +312.8% | +107.0% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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