+393.3%
TXN vs GS
+652.7%
-259.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.2% | +3.4% | -1.2% | +0.4% |
| 30D | -9.5% | +0.2% | -9.7% | -9.7% |
| 3M | -10.5% | -0.3% | -10.2% | -10.6% |
| 6M | +35.4% | +27.4% | +8.0% | +18.9% |
| YTD | +51.8% | +19.6% | +32.1% | +36.6% |
| 1Y | +42.9% | +42.5% | +0.5% | +17.1% |
| 3Y | +71.3% | +240.4% | -169.1% | -11.8% |
| 5Y | +58.0% | +188.9% | -130.9% | -13.3% |
| 10Y | +393.3% | +642.6% | -249.3% | +66.5% |
| All | +393.3% | +652.7% | -259.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling