+468.5%
TXN vs HWM
+1,487.1%
-1,018.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | +9.5% | +7.3% | +2.2% | +7.2% |
| 30D | +8.7% | +1.6% | +7.1% | +8.0% |
| 3M | +11.6% | -21.9% | +33.4% | +19.6% |
| 6M | +0.1% | -19.0% | +19.1% | +5.9% |
| YTD | +78.8% | +7.9% | +70.9% | +72.3% |
| 1Y | +91.2% | +9.9% | +81.3% | +83.0% |
| 3Y | +125.8% | +342.1% | -216.3% | +38.0% |
| 5Y | +83.8% | +600.8% | -517.0% | -2.8% |
| All | +468.5% | +1,487.1% | -1,018.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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