+419.8%
TXN vs NRG
+1,083.9%
-664.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.4% |
| 7D | +4.0% | -4.7% | +8.6% | +5.2% |
| 30D | -2.9% | -6.0% | +3.1% | -1.5% |
| 3M | -9.1% | -8.0% | -1.1% | -8.3% |
| 6M | +36.6% | -23.2% | +59.8% | +43.5% |
| YTD | +57.5% | -28.1% | +85.5% | +67.2% |
| 1Y | +49.5% | -27.3% | +76.8% | +57.5% |
| 3Y | +76.5% | +208.7% | -132.1% | +20.0% |
| 5Y | +62.4% | +197.7% | -135.3% | +9.3% |
| All | +419.8% | +1,083.9% | -664.1% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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