+419.8%
TXN vs LOW
+233.5%
+186.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -3.7% | +7.7% | +5.8% |
| 30D | -2.9% | -8.9% | +6.0% | +1.2% |
| 3M | -9.1% | -10.4% | +1.3% | -5.0% |
| 6M | +36.6% | -19.4% | +56.0% | +49.5% |
| YTD | +57.5% | -17.1% | +74.6% | +69.3% |
| 1Y | +49.5% | -26.3% | +75.8% | +69.4% |
| 3Y | +76.5% | -9.9% | +86.4% | +80.0% |
| 5Y | +62.4% | +6.1% | +56.3% | +51.7% |
| All | +419.8% | +233.5% | +186.3% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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