+419.8%
TXN vs KWEB
-19.7%
+439.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.6% |
| 7D | +4.0% | -5.6% | +9.5% | +5.7% |
| 30D | -2.9% | -10.7% | +7.8% | +0.3% |
| 3M | -9.1% | -7.4% | -1.7% | -7.3% |
| 6M | +36.6% | -19.3% | +56.0% | +44.7% |
| YTD | +57.5% | -27.8% | +85.2% | +71.8% |
| 1Y | +49.5% | -35.9% | +85.5% | +68.6% |
| 3Y | +76.5% | -1.9% | +78.5% | +70.7% |
| 5Y | +62.4% | -43.2% | +105.6% | +79.4% |
| All | +419.8% | -19.7% | +439.5% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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