+54.3%
TXN vs LTH
+152.0%
-97.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +2.7% | -4.0% | +6.7% | +3.5% |
| 30D | -6.7% | -1.7% | -5.0% | -6.5% |
| 3M | -8.9% | +28.0% | -36.9% | -13.7% |
| 6M | +34.7% | +54.1% | -19.4% | +22.4% |
| YTD | +53.3% | +57.1% | -3.8% | +38.5% |
| 1Y | +45.0% | +45.8% | -0.7% | +32.8% |
| 3Y | +73.1% | +157.6% | -84.4% | +37.9% |
| All | +54.3% | +152.0% | -97.6% | +16.7% |
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