+48.4%
TXN vs IRE
-84.0%
+132.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.8% | +7.8% | +1.4% |
| 7D | +2.7% | +29.0% | -26.4% | +1.1% |
| 30D | -6.7% | +24.2% | -30.9% | -8.5% |
| 3M | -8.9% | -53.2% | +44.3% | -7.9% |
| 6M | +34.7% | -36.0% | +70.7% | +32.4% |
| YTD | +53.3% | -51.0% | +104.3% | +49.6% |
| All | +48.4% | -84.0% | +132.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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