+419.8%
TXN vs EXEL
+375.2%
+44.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.2% |
| 7D | +4.0% | -4.9% | +8.9% | +4.8% |
| 30D | -2.9% | +11.4% | -14.2% | -4.7% |
| 3M | -9.1% | +4.9% | -14.0% | -10.2% |
| 6M | +36.6% | +34.4% | +2.2% | +29.1% |
| YTD | +57.5% | +28.0% | +29.4% | +49.7% |
| 1Y | +49.5% | +43.6% | +5.9% | +38.8% |
| 3Y | +76.5% | +155.2% | -78.7% | +44.6% |
| 5Y | +62.4% | +181.2% | -118.8% | +28.7% |
| All | +419.8% | +375.2% | +44.6% | +289.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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