+419.8%
TXN vs EW
+120.5%
+299.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.6% | +4.7% |
| 7D | +4.0% | -6.2% | +10.1% | +6.1% |
| 30D | -2.9% | -9.3% | +6.5% | +0.3% |
| 3M | -9.1% | -1.6% | -7.5% | -9.1% |
| 6M | +36.6% | -0.8% | +37.5% | +35.8% |
| YTD | +57.5% | -1.0% | +58.5% | +56.4% |
| 1Y | +49.5% | +8.2% | +41.4% | +43.5% |
| 3Y | +76.5% | +12.7% | +63.9% | +58.6% |
| 5Y | +62.4% | -30.2% | +92.6% | +71.3% |
| All | +419.8% | +120.5% | +299.3% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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