+455.6%
TXN vs LIN
+430.8%
+24.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +4.7% | +7.6% | -2.8% | -0.3% |
| 3M | +3.9% | +6.5% | -2.7% | -0.6% |
| 6M | +3.8% | +6.2% | -2.4% | -0.9% |
| YTD | +74.2% | +23.2% | +50.9% | +50.3% |
| 1Y | +88.2% | +25.4% | +62.8% | +60.3% |
| 3Y | +124.0% | +38.3% | +85.7% | +78.4% |
| 5Y | +78.4% | +64.4% | +13.9% | +24.9% |
| 10Y | +455.6% | +417.3% | +38.3% | +98.3% |
| All | +455.6% | +430.8% | +24.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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