+104.4%
TXN vs GGLL
+194.0%
-89.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -3.8% | +5.1% | -8.9% | -4.6% |
| 30D | +6.4% | -35.5% | +41.9% | +14.0% |
| 3M | +7.7% | -39.2% | +46.8% | +16.1% |
| 6M | +5.5% | -54.4% | +59.8% | +18.9% |
| YTD | +77.0% | -29.8% | +106.8% | +81.0% |
| 1Y | +91.2% | -20.4% | +111.6% | +89.7% |
| 3Y | +121.5% | +149.7% | -28.2% | +56.5% |
| All | +104.4% | +194.0% | -89.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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