+419.8%
TXN vs PNR
+66.2%
+353.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.0% | -6.0% | +10.0% | +7.1% |
| 30D | -2.9% | -14.0% | +11.1% | +4.3% |
| 3M | -9.1% | -21.7% | +12.6% | +0.9% |
| 6M | +36.6% | -37.3% | +73.9% | +68.9% |
| YTD | +57.5% | -45.1% | +102.6% | +106.8% |
| 1Y | +49.5% | -49.1% | +98.7% | +104.3% |
| 3Y | +76.5% | -14.8% | +91.4% | +82.6% |
| 5Y | +62.4% | -21.0% | +83.4% | +70.0% |
| All | +419.8% | +66.2% | +353.6% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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