+468.5%
TXN vs KEY
+96.4%
+372.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.5% | -3.0% |
| 7D | +9.5% | +2.9% | +6.5% | +8.4% |
| 30D | +8.7% | +8.4% | +0.3% | +5.9% |
| 3M | +11.6% | -5.8% | +17.3% | +13.8% |
| 6M | +0.1% | +5.4% | -5.3% | -1.7% |
| YTD | +78.8% | +7.1% | +71.7% | +74.3% |
| 1Y | +91.2% | +26.8% | +64.4% | +76.2% |
| 3Y | +125.8% | +128.7% | -2.9% | +71.1% |
| 5Y | +83.8% | +13.6% | +70.1% | +66.0% |
| All | +468.5% | +96.4% | +372.1% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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