+419.8%
TXN vs GILD
+163.6%
+256.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.1% |
| 7D | +4.0% | -4.8% | +8.8% | +5.7% |
| 30D | -2.9% | +5.8% | -8.6% | -5.0% |
| 3M | -9.1% | +14.9% | -24.0% | -14.2% |
| 6M | +36.6% | -0.4% | +37.0% | +35.9% |
| YTD | +57.5% | +18.5% | +39.0% | +46.5% |
| 1Y | +49.5% | +25.1% | +24.4% | +36.0% |
| 3Y | +76.5% | +105.9% | -29.3% | +29.7% |
| 5Y | +62.4% | +143.0% | -80.6% | +9.7% |
| All | +419.8% | +163.6% | +256.2% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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