+223.9%
TXN vs NTR
+97.9%
+126.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.3% |
| 30D | -2.9% | +16.8% | -19.6% | -7.3% |
| 3M | -9.1% | +20.7% | -29.8% | -14.4% |
| 6M | +36.6% | +0.5% | +36.1% | +34.9% |
| YTD | +57.5% | +29.2% | +28.3% | +43.2% |
| 1Y | +49.5% | +39.6% | +9.9% | +32.1% |
| 3Y | +76.5% | +37.9% | +38.7% | +53.5% |
| 5Y | +62.4% | +47.1% | +15.3% | +25.9% |
| All | +223.9% | +97.9% | +126.0% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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