+419.8%
TXN vs HL
+273.7%
+146.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +4.0% | -4.4% | +8.3% | +4.6% |
| 30D | -2.9% | +9.3% | -12.2% | -4.2% |
| 3M | -9.1% | +32.0% | -41.1% | -12.6% |
| 6M | +36.6% | -6.4% | +43.1% | +36.4% |
| YTD | +57.5% | +3.1% | +54.3% | +53.7% |
| 1Y | +49.5% | +77.6% | -28.0% | +35.2% |
| 3Y | +76.5% | +392.8% | -316.3% | +35.2% |
| 5Y | +62.4% | +234.1% | -171.7% | +26.5% |
| All | +419.8% | +273.7% | +146.1% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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