+419.8%
TXN vs GWW
+570.2%
-150.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +4.0% | -3.4% | +7.3% | +5.4% |
| 30D | -2.9% | -1.9% | -0.9% | -2.2% |
| 3M | -9.1% | -2.4% | -6.7% | -8.5% |
| 6M | +36.6% | +15.7% | +20.9% | +28.2% |
| YTD | +57.5% | +27.6% | +29.9% | +41.6% |
| 1Y | +49.5% | +27.2% | +22.3% | +34.5% |
| 3Y | +76.5% | +89.7% | -13.1% | +34.4% |
| 5Y | +62.4% | +223.9% | -161.5% | -0.6% |
| All | +419.8% | +570.2% | -150.4% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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