+419.8%
TXN vs PEP
+78.2%
+341.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.1% | +3.9% |
| 7D | +4.0% | -1.0% | +4.9% | +4.4% |
| 30D | -2.9% | -0.7% | -2.2% | -2.7% |
| 3M | -9.1% | -4.1% | -5.0% | -8.0% |
| 6M | +36.6% | -13.1% | +49.7% | +45.1% |
| YTD | +57.5% | -2.1% | +59.6% | +56.3% |
| 1Y | +49.5% | -1.7% | +51.2% | +47.2% |
| 3Y | +76.5% | -15.1% | +91.6% | +85.4% |
| 5Y | +62.4% | +3.1% | +59.3% | +48.1% |
| All | +419.8% | +78.2% | +341.6% | +257.8% |
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