+67.2%
TXN vs GLXY
-38.8%
+106.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.4% | -2.3% |
| 7D | +9.5% | +5.3% | +4.2% | +8.8% |
| 30D | +8.7% | -19.8% | +28.5% | +10.2% |
| 3M | +11.6% | -31.4% | +42.9% | +14.3% |
| 6M | +0.1% | -53.3% | +53.4% | +4.7% |
| YTD | +78.8% | -35.7% | +114.5% | +82.0% |
| 1Y | +91.2% | -47.2% | +138.4% | +96.1% |
| All | +67.2% | -38.8% | +106.0% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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