+426.9%
TXN vs IP
+26.3%
+400.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -7.8% | -5.1% | -2.7% | -6.0% |
| 30D | -3.6% | +8.5% | -12.1% | -6.7% |
| 3M | +0.1% | -13.8% | +13.9% | +5.3% |
| 6M | -3.2% | +5.7% | -9.0% | -7.1% |
| YTD | +63.4% | -9.1% | +72.5% | +63.8% |
| 1Y | +75.6% | -0.8% | +76.4% | +69.4% |
| 3Y | +104.0% | +14.8% | +89.2% | +75.4% |
| 5Y | +65.0% | -11.5% | +76.5% | +56.8% |
| All | +426.9% | +26.3% | +400.7% | +363.6% |
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