+419.8%
TXN vs GAP
+31.2%
+388.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.3% |
| 7D | +4.0% | -4.1% | +8.1% | +4.7% |
| 30D | -2.9% | +6.2% | -9.1% | -4.2% |
| 3M | -9.1% | -0.7% | -8.4% | -9.5% |
| 6M | +36.6% | -7.1% | +43.8% | +37.0% |
| YTD | +57.5% | -14.1% | +71.6% | +59.5% |
| 1Y | +49.5% | -8.5% | +58.0% | +49.3% |
| 3Y | +76.5% | +115.4% | -38.8% | +44.4% |
| 5Y | +62.4% | +9.8% | +52.6% | +41.9% |
| All | +419.8% | +31.2% | +388.6% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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