+468.5%
TXN vs PEP
+92.7%
+375.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.1% | -3.9% |
| 7D | +9.5% | +2.9% | +6.6% | +8.0% |
| 30D | +8.7% | +12.5% | -3.8% | +2.4% |
| 3M | +11.6% | +4.5% | +7.0% | +8.6% |
| 6M | +0.1% | -0.5% | +0.6% | -1.0% |
| YTD | +78.8% | +4.4% | +74.4% | +71.3% |
| 1Y | +91.2% | +4.4% | +86.9% | +83.0% |
| 3Y | +125.8% | -3.4% | +129.2% | +119.9% |
| 5Y | +83.8% | +5.2% | +78.6% | +66.9% |
| All | +468.5% | +92.7% | +375.7% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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