+469.9%
TXN vs GD
+180.8%
+289.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -3.8% | -1.9% | -1.9% | -2.9% |
| 30D | +6.4% | +10.9% | -4.5% | +1.6% |
| 3M | +7.7% | -6.8% | +14.4% | +11.0% |
| 6M | +5.5% | +7.0% | -1.5% | +1.5% |
| YTD | +77.0% | +11.1% | +65.9% | +65.8% |
| 1Y | +91.2% | +7.0% | +84.2% | +82.4% |
| 3Y | +121.5% | +59.9% | +61.6% | +69.0% |
| 5Y | +84.9% | +102.5% | -17.6% | +22.0% |
| 10Y | +469.9% | +174.0% | +295.8% | +228.6% |
| All | +469.9% | +180.8% | +289.0% | +228.6% |
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