+419.8%
TXN vs HON
+136.9%
+282.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -3.5% | +7.4% | +6.2% |
| 30D | -2.9% | -13.8% | +10.9% | +6.2% |
| 3M | -9.1% | -11.7% | +2.6% | -2.9% |
| 6M | +36.6% | -18.7% | +55.4% | +52.9% |
| YTD | +57.5% | +0.2% | +57.2% | +53.4% |
| 1Y | +49.5% | -3.1% | +52.6% | +48.4% |
| 3Y | +76.5% | +17.0% | +59.6% | +52.8% |
| 5Y | +62.4% | +2.0% | +60.4% | +52.3% |
| All | +419.8% | +136.9% | +282.8% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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