+419.8%
TXN vs GPN
+28.5%
+391.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -4.3% | +8.3% | +5.6% |
| 30D | -2.9% | 0.0% | -2.9% | -3.2% |
| 3M | -9.1% | +35.8% | -44.9% | -20.5% |
| 6M | +36.6% | +22.0% | +14.6% | +23.3% |
| YTD | +57.5% | +15.2% | +42.3% | +43.5% |
| 1Y | +49.5% | +3.5% | +46.0% | +42.3% |
| 3Y | +76.5% | -26.9% | +103.5% | +88.7% |
| 5Y | +62.4% | -44.2% | +106.6% | +88.8% |
| All | +419.8% | +28.5% | +391.3% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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