+455.6%
TXN vs IP
+31.6%
+424.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.7% | +5.5% |
| 7D | -2.1% | -3.0% | +0.9% | -0.9% |
| 30D | +4.7% | +10.6% | -5.9% | +0.7% |
| 3M | +3.9% | -13.6% | +17.5% | +9.2% |
| 6M | +3.8% | +10.4% | -6.6% | -2.0% |
| YTD | +74.2% | -6.5% | +80.7% | +72.9% |
| 1Y | +88.2% | -2.1% | +90.3% | +83.0% |
| 3Y | +124.0% | +22.0% | +102.0% | +87.7% |
| 5Y | +78.4% | -9.7% | +88.1% | +68.4% |
| 10Y | +455.6% | +26.8% | +428.8% | +364.5% |
| All | +455.6% | +31.6% | +424.0% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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