+468.5%
TXN vs EW
+254.3%
+214.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.3% |
| 7D | +9.5% | +4.9% | +4.6% | +7.7% |
| 30D | +8.7% | +23.9% | -15.2% | +0.9% |
| 3M | +11.6% | +15.8% | -4.2% | +5.7% |
| 6M | +0.1% | +31.7% | -31.6% | -9.7% |
| YTD | +78.8% | +25.7% | +53.1% | +63.1% |
| 1Y | +91.2% | +24.4% | +66.8% | +74.9% |
| 3Y | +125.8% | +65.9% | +60.0% | +74.8% |
| 5Y | +83.8% | -7.6% | +91.4% | +75.8% |
| All | +468.5% | +254.3% | +214.1% | +241.4% |
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