+1,265.0%
TXN vs IGV
+942.8%
+322.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.7% |
| 7D | +2.7% | -1.5% | +4.2% | +3.7% |
| 30D | -6.7% | -3.0% | -3.7% | -5.2% |
| 3M | -8.9% | +9.6% | -18.5% | -16.8% |
| 6M | +34.7% | +16.1% | +18.6% | +13.2% |
| YTD | +53.3% | -3.6% | +57.0% | +47.5% |
| 1Y | +45.0% | -7.8% | +52.9% | +44.5% |
| 3Y | +73.1% | +40.0% | +33.1% | +18.4% |
| 5Y | +59.9% | +21.2% | +38.7% | +18.2% |
| 10Y | +415.7% | +364.4% | +51.3% | +13.4% |
| All | +1,265.0% | +942.8% | +322.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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