+419.8%
TXN vs NEM
+319.0%
+100.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.7% |
| 7D | +4.0% | -1.0% | +5.0% | +4.1% |
| 30D | -2.9% | +7.8% | -10.7% | -4.2% |
| 3M | -9.1% | +30.2% | -39.3% | -13.2% |
| 6M | +36.6% | +9.6% | +27.0% | +33.7% |
| YTD | +57.5% | +27.8% | +29.7% | +50.3% |
| 1Y | +49.5% | +60.7% | -11.2% | +37.4% |
| 3Y | +76.5% | +245.3% | -168.7% | +41.6% |
| 5Y | +62.4% | +155.3% | -93.0% | +33.1% |
| All | +419.8% | +319.0% | +100.8% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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