+949.6%
TXN vs NWSA
+122.3%
+827.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.7% | -3.1% | +5.7% | +4.0% |
| 30D | -6.7% | +4.3% | -11.0% | -8.5% |
| 3M | -8.9% | +9.2% | -18.1% | -13.2% |
| 6M | +34.7% | +21.6% | +13.1% | +21.9% |
| YTD | +53.3% | +14.2% | +39.1% | +41.9% |
| 1Y | +45.0% | +1.8% | +43.3% | +40.9% |
| 3Y | +73.1% | +44.4% | +28.7% | +44.0% |
| 5Y | +59.9% | +41.0% | +19.0% | +31.0% |
| 10Y | +415.7% | +150.0% | +265.6% | +210.1% |
| All | +949.6% | +122.3% | +827.3% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling