+419.8%
TXN vs OMC
+34.2%
+385.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.0% |
| 7D | +4.0% | -4.4% | +8.3% | +5.5% |
| 30D | -2.9% | -7.6% | +4.7% | -0.4% |
| 3M | -9.1% | +4.5% | -13.6% | -11.6% |
| 6M | +36.6% | -0.3% | +36.9% | +34.6% |
| YTD | +57.5% | -0.1% | +57.6% | +53.0% |
| 1Y | +49.5% | +4.6% | +44.9% | +41.6% |
| 3Y | +76.5% | +10.5% | +66.1% | +61.4% |
| 5Y | +62.4% | +31.7% | +30.7% | +35.5% |
| All | +419.8% | +34.2% | +385.6% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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