+468.5%
TXN vs GPC
+74.9%
+393.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +9.5% | +0.4% | +9.0% | +9.3% |
| 30D | +8.7% | -6.3% | +15.0% | +11.3% |
| 3M | +11.6% | -8.2% | +19.7% | +14.9% |
| 6M | +0.1% | +27.1% | -27.0% | -11.2% |
| YTD | +78.8% | +3.1% | +75.7% | +71.1% |
| 1Y | +91.2% | +0.1% | +91.2% | +85.3% |
| 3Y | +125.8% | +0.2% | +125.6% | +111.2% |
| 5Y | +83.8% | +4.9% | +78.9% | +65.9% |
| All | +468.5% | +74.9% | +393.6% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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