+85.8%
TXN vs PCOR
-9.0%
+94.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.5% | +5.1% | +6.3% |
| 7D | -2.1% | +22.2% | -24.3% | -6.1% |
| 30D | +4.7% | +36.0% | -31.3% | -1.7% |
| 3M | +3.9% | +34.0% | -30.1% | -2.8% |
| 6M | +3.8% | +43.5% | -39.7% | -5.1% |
| YTD | +74.2% | +5.1% | +69.1% | +69.2% |
| 1Y | +88.2% | -3.9% | +92.2% | +87.5% |
| 3Y | +124.0% | +52.9% | +71.0% | +92.9% |
| 5Y | +78.4% | -18.7% | +97.0% | +61.9% |
| All | +85.8% | -9.0% | +94.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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