+59.9%
TXN vs GPC
+30.9%
+29.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | +2.7% | -0.6% | +3.3% | +2.9% |
| 30D | -6.7% | +1.3% | -8.0% | -7.2% |
| 3M | -8.9% | +37.1% | -46.0% | -20.0% |
| 6M | +34.7% | +23.2% | +11.5% | +22.9% |
| YTD | +53.3% | +13.1% | +40.2% | +42.9% |
| 1Y | +45.0% | +0.9% | +44.2% | +42.0% |
| 3Y | +73.1% | -0.8% | +73.9% | +63.0% |
| 5Y | +59.9% | +31.1% | +28.8% | +24.4% |
| All | +59.9% | +30.9% | +29.0% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling