+57.6%
TXN vs PL
+81.7%
-24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +2.2% | -7.5% | +9.7% | +3.0% |
| 30D | -9.5% | -25.6% | +16.1% | -6.8% |
| 3M | -10.5% | -45.6% | +35.1% | -5.4% |
| 6M | +35.4% | -29.5% | +64.9% | +38.0% |
| YTD | +51.8% | -9.7% | +61.4% | +49.8% |
| 1Y | +42.9% | +84.4% | -41.4% | +29.3% |
| 3Y | +71.3% | +550.0% | -478.7% | +21.8% |
| 5Y | +58.0% | +79.0% | -21.0% | +18.4% |
| All | +57.6% | +81.7% | -24.1% | +18.0% |
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