+419.8%
TXN vs GNRC
+448.8%
-29.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.9% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.9% | -15.7% | +12.9% | +2.4% |
| 3M | -9.1% | -27.3% | +18.2% | +0.3% |
| 6M | +36.6% | -12.1% | +48.7% | +41.7% |
| YTD | +57.5% | +37.1% | +20.4% | +41.3% |
| 1Y | +49.5% | -0.5% | +50.0% | +46.7% |
| 3Y | +76.5% | +61.5% | +15.0% | +43.9% |
| 5Y | +62.4% | -58.6% | +121.0% | +90.2% |
| All | +419.8% | +448.8% | -29.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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