+59.6%
TXN vs NWSA
+40.0%
+19.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +4.0% | -2.8% | +6.8% | +5.2% |
| 30D | -2.9% | +3.0% | -5.9% | -4.2% |
| 3M | -9.1% | +12.3% | -21.4% | -14.4% |
| 6M | +36.6% | +21.9% | +14.8% | +22.9% |
| YTD | +57.5% | +13.6% | +43.9% | +45.9% |
| 1Y | +49.5% | +0.5% | +49.0% | +47.0% |
| 3Y | +76.5% | +43.8% | +32.8% | +45.2% |
| All | +59.6% | +40.0% | +19.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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