+89.2%
TXN vs LTH
+120.9%
-31.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.7% |
| 7D | +12.3% | -4.6% | +17.0% | +13.4% |
| 30D | +9.1% | +14.8% | -5.7% | +5.9% |
| 3M | +13.5% | +3.9% | +9.6% | +12.3% |
| 6M | +6.9% | +35.5% | -28.6% | -0.2% |
| YTD | +84.0% | +71.3% | +12.7% | +62.5% |
| 1Y | +95.8% | +75.7% | +20.1% | +71.8% |
| 3Y | +130.3% | +231.9% | -101.6% | +73.2% |
| 5Y | +89.2% | +130.5% | -41.3% | +39.8% |
| All | +89.2% | +120.9% | -31.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling