+419.8%
TXN vs ET
+177.0%
+242.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +4.0% | +0.2% | +3.7% | +3.9% |
| 30D | -2.9% | +2.9% | -5.7% | -3.6% |
| 3M | -9.1% | +16.8% | -25.9% | -13.0% |
| 6M | +36.6% | +18.9% | +17.8% | +30.0% |
| YTD | +57.5% | +37.7% | +19.8% | +43.9% |
| 1Y | +49.5% | +32.4% | +17.1% | +37.9% |
| 3Y | +76.5% | +99.5% | -22.9% | +46.1% |
| 5Y | +62.4% | +244.0% | -181.6% | +16.6% |
| All | +419.8% | +177.0% | +242.8% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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