+419.8%
TXN vs PANW
+1,278.8%
-859.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.4% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | -2.9% | -14.6% | +11.7% | +0.5% |
| 3M | -9.1% | +18.3% | -27.4% | -13.7% |
| 6M | +36.6% | +100.5% | -63.8% | +11.5% |
| YTD | +57.5% | +79.5% | -22.0% | +31.7% |
| 1Y | +49.5% | +66.7% | -17.2% | +27.5% |
| 3Y | +76.5% | +161.2% | -84.7% | +26.4% |
| 5Y | +62.4% | +322.2% | -259.8% | -4.1% |
| All | +419.8% | +1,278.8% | -859.0% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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