+316.8%
TXN vs PENG
+755.0%
-438.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.2% | +7.8% | -5.6% | +0.4% |
| 30D | -9.5% | -12.2% | +2.7% | -7.0% |
| 3M | -10.5% | -20.6% | +10.1% | -7.9% |
| 6M | +35.4% | +180.9% | -145.6% | +2.9% |
| YTD | +51.8% | +162.3% | -110.5% | +16.5% |
| 1Y | +42.9% | +107.3% | -64.3% | +14.5% |
| 3Y | +71.3% | +110.8% | -39.4% | +25.1% |
| 5Y | +58.0% | +117.8% | -59.8% | +10.4% |
| All | +316.8% | +755.0% | -438.2% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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