+59.6%
TXN vs EWT
+149.5%
-89.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.5% |
| 7D | +4.0% | -1.1% | +5.1% | +4.8% |
| 30D | -2.9% | +4.5% | -7.3% | -5.9% |
| 3M | -9.1% | +8.3% | -17.4% | -14.0% |
| 6M | +36.6% | +54.2% | -17.6% | -1.0% |
| YTD | +57.5% | +74.6% | -17.1% | +3.2% |
| 1Y | +49.5% | +84.9% | -35.4% | -6.5% |
| 3Y | +76.5% | +197.5% | -121.0% | -28.9% |
| All | +59.6% | +149.5% | -89.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling