+77.1%
TXN vs GGLL
+309.0%
-231.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.9% |
| 7D | +2.7% | -3.9% | +6.6% | +3.4% |
| 30D | -6.7% | -15.4% | +8.6% | -4.0% |
| 3M | -8.9% | -21.9% | +13.0% | -5.7% |
| 6M | +34.7% | +4.5% | +30.2% | +30.0% |
| YTD | +53.3% | -2.4% | +55.7% | +49.6% |
| 1Y | +45.0% | +57.8% | -12.8% | +26.6% |
| 3Y | +73.1% | +227.2% | -154.1% | +18.1% |
| All | +77.1% | +309.0% | -231.9% | +12.3% |
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