+419.8%
TXN vs GIS
-19.5%
+439.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -6.4% | +10.3% | +4.9% |
| 30D | -2.9% | -6.1% | +3.3% | -2.1% |
| 3M | -9.1% | +7.8% | -16.9% | -10.8% |
| 6M | +36.6% | -8.8% | +45.4% | +38.2% |
| YTD | +57.5% | -19.1% | +76.6% | +62.5% |
| 1Y | +49.5% | -24.8% | +74.3% | +56.3% |
| 3Y | +76.5% | -37.6% | +114.1% | +89.7% |
| 5Y | +62.4% | -25.4% | +87.8% | +63.9% |
| All | +419.8% | -19.5% | +439.3% | +410.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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