+405.4%
TXN vs PENG
+735.0%
-329.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | +12.3% | +34.6% | -22.3% | +4.6% |
| 30D | +9.1% | -35.9% | +45.0% | +18.9% |
| 3M | +13.5% | -14.7% | +28.2% | +14.7% |
| 6M | +6.9% | +13.5% | -6.6% | -1.5% |
| YTD | +84.0% | +156.1% | -72.1% | +38.6% |
| 1Y | +95.8% | +141.3% | -45.6% | +49.1% |
| 3Y | +130.3% | +223.4% | -93.1% | +55.1% |
| 5Y | +89.2% | +67.4% | +21.8% | +37.1% |
| All | +405.4% | +735.0% | -329.6% | +181.4% |
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