+329.1%
TXN vs IR
+271.1%
+58.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -4.5% | +8.5% | +6.0% |
| 30D | -2.9% | -13.9% | +11.1% | +3.5% |
| 3M | -9.1% | -0.3% | -8.8% | -9.5% |
| 6M | +36.6% | -14.3% | +51.0% | +44.9% |
| YTD | +57.5% | -7.9% | +65.4% | +61.1% |
| 1Y | +49.5% | -9.9% | +59.4% | +54.1% |
| 3Y | +76.5% | +6.5% | +70.0% | +67.8% |
| 5Y | +62.4% | +34.0% | +28.4% | +39.0% |
| All | +329.1% | +271.1% | +58.0% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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