+426.9%
TXN vs GD
+190.6%
+236.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | -7.8% | -5.0% | -2.8% | -5.6% |
| 30D | -3.6% | +8.9% | -12.5% | -7.2% |
| 3M | +0.1% | -8.0% | +8.2% | +3.7% |
| 6M | -3.2% | +2.9% | -6.1% | -5.2% |
| YTD | +63.4% | +7.1% | +56.3% | +55.6% |
| 1Y | +75.6% | +5.9% | +69.7% | +68.1% |
| 3Y | +104.0% | +53.9% | +50.2% | +58.8% |
| 5Y | +65.0% | +95.4% | -30.4% | +11.1% |
| All | +426.9% | +190.6% | +236.4% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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