+79.5%
TXN vs EXE
+182.2%
-102.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +4.2% |
| 7D | +4.0% | -3.1% | +7.1% | +4.5% |
| 30D | -2.9% | -0.9% | -1.9% | -2.8% |
| 3M | -9.1% | +9.6% | -18.7% | -10.8% |
| 6M | +36.6% | -11.6% | +48.2% | +39.2% |
| YTD | +57.5% | -12.6% | +70.0% | +60.3% |
| 1Y | +49.5% | +1.2% | +48.4% | +47.5% |
| 3Y | +76.5% | +18.0% | +58.5% | +67.7% |
| 5Y | +62.4% | +101.1% | -38.7% | +44.0% |
| All | +79.5% | +182.2% | -102.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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