+419.8%
TXN vs GPC
+86.4%
+333.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +4.0% | -3.2% | +7.2% | +5.3% |
| 30D | -2.9% | +0.5% | -3.4% | -3.2% |
| 3M | -9.1% | +31.7% | -40.8% | -20.0% |
| 6M | +36.6% | +24.7% | +11.9% | +22.5% |
| YTD | +57.5% | +11.8% | +45.7% | +46.4% |
| 1Y | +49.5% | -3.0% | +52.5% | +47.9% |
| 3Y | +76.5% | -1.1% | +77.7% | +66.8% |
| 5Y | +62.4% | +30.5% | +31.9% | +34.0% |
| All | +419.8% | +86.4% | +333.4% | +259.6% |
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