+419.8%
TXN vs HIG
+313.7%
+106.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -1.5% | +5.4% | +4.4% |
| 30D | -2.9% | -0.4% | -2.5% | -2.9% |
| 3M | -9.1% | +6.7% | -15.8% | -11.6% |
| 6M | +36.6% | +2.0% | +34.7% | +34.7% |
| YTD | +57.5% | +0.3% | +57.2% | +56.0% |
| 1Y | +49.5% | +4.2% | +45.3% | +46.0% |
| 3Y | +76.5% | +102.2% | -25.7% | +36.6% |
| 5Y | +62.4% | +118.5% | -56.1% | +21.4% |
| All | +419.8% | +313.7% | +106.1% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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