+419.8%
TXN vs NTRS
+259.9%
+159.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.3% |
| 7D | +4.0% | +1.4% | +2.6% | +3.3% |
| 30D | -2.9% | -0.7% | -2.2% | -2.6% |
| 3M | -9.1% | +11.3% | -20.4% | -14.0% |
| 6M | +36.6% | +35.5% | +1.1% | +16.8% |
| YTD | +57.5% | +40.6% | +16.9% | +31.5% |
| 1Y | +49.5% | +49.2% | +0.3% | +21.0% |
| 3Y | +76.5% | +167.2% | -90.7% | +6.4% |
| 5Y | +62.4% | +94.9% | -32.6% | +10.1% |
| All | +419.8% | +259.9% | +159.9% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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