+419.8%
TXN vs EWT
+523.5%
-103.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.3% |
| 7D | +4.0% | -1.1% | +5.1% | +4.9% |
| 30D | -2.9% | +4.5% | -7.3% | -6.3% |
| 3M | -9.1% | +8.3% | -17.4% | -14.7% |
| 6M | +36.6% | +54.2% | -17.6% | -5.2% |
| YTD | +57.5% | +74.6% | -17.1% | -2.1% |
| 1Y | +49.5% | +84.9% | -35.4% | -11.8% |
| 3Y | +76.5% | +197.5% | -121.0% | -33.8% |
| 5Y | +62.4% | +150.6% | -88.2% | -29.2% |
| All | +419.8% | +523.5% | -103.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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