+1,723.8%
TXN vs IEF
+128.5%
+1,595.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.7% |
| 7D | +2.7% | -0.3% | +3.0% | +2.3% |
| 30D | -6.7% | -0.6% | -6.2% | -7.3% |
| 3M | -8.9% | -1.0% | -7.9% | -9.9% |
| 6M | +34.7% | -3.1% | +37.8% | +30.1% |
| YTD | +53.3% | -1.9% | +55.2% | +50.0% |
| 1Y | +45.0% | -1.4% | +46.4% | +42.7% |
| 3Y | +73.1% | +9.8% | +63.3% | +91.0% |
| 5Y | +59.9% | -8.8% | +68.7% | +34.3% |
| 10Y | +415.7% | +4.7% | +411.0% | +443.8% |
| All | +1,723.8% | +128.5% | +1,595.3% | +11,835.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 all: compounded portfolio wealth divided by compounded IEF 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…
all analysis · Full analysis span regression · 6 months rolling