+419.8%
TXN vs GM
+240.0%
+179.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +4.0% | -2.4% | +6.4% | +4.8% |
| 30D | -2.9% | -1.1% | -1.7% | -2.6% |
| 3M | -9.1% | +6.1% | -15.2% | -11.1% |
| 6M | +36.6% | +15.0% | +21.7% | +29.6% |
| YTD | +57.5% | +6.0% | +51.5% | +52.7% |
| 1Y | +49.5% | +47.1% | +2.4% | +28.6% |
| 3Y | +76.5% | +170.5% | -93.9% | +18.4% |
| 5Y | +62.4% | +80.5% | -18.1% | +21.2% |
| All | +419.8% | +240.0% | +179.8% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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