+80.9%
TXN vs PL
+46.6%
+34.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +14.5% | -7.9% | +5.1% |
| 7D | -2.1% | +10.9% | -13.0% | -3.2% |
| 30D | +4.7% | -16.4% | +21.1% | +6.4% |
| 3M | +3.9% | -39.9% | +43.8% | +8.9% |
| 6M | +3.8% | -63.2% | +67.0% | +13.4% |
| YTD | +74.2% | -27.1% | +101.3% | +75.1% |
| 1Y | +88.2% | +12.2% | +76.0% | +79.4% |
| 3Y | +124.0% | +584.3% | -460.3% | +57.6% |
| 5Y | +78.4% | +37.0% | +41.4% | +36.1% |
| All | +80.9% | +46.6% | +34.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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