+419.8%
TXN vs PBR
+697.0%
-277.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.7% | +4.0% |
| 7D | +4.0% | +5.4% | -1.4% | +3.0% |
| 30D | -2.9% | +22.9% | -25.7% | -6.6% |
| 3M | -9.1% | +19.6% | -28.7% | -12.4% |
| 6M | +36.6% | +16.5% | +20.2% | +31.8% |
| YTD | +57.5% | +86.7% | -29.2% | +38.5% |
| 1Y | +49.5% | +74.7% | -25.2% | +32.9% |
| 3Y | +76.5% | +102.6% | -26.0% | +50.6% |
| 5Y | +62.4% | +566.6% | -504.2% | +5.1% |
| All | +419.8% | +697.0% | -277.2% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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