+468.5%
TXN vs PPL
+67.2%
+401.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.3% |
| 7D | +9.5% | -0.4% | +9.8% | +9.6% |
| 30D | +8.7% | +2.6% | +6.1% | +7.5% |
| 3M | +11.6% | +0.8% | +10.8% | +11.0% |
| 6M | +0.1% | +1.4% | -1.3% | -1.0% |
| YTD | +78.8% | +4.3% | +74.5% | +74.5% |
| 1Y | +91.2% | +0.8% | +90.5% | +88.9% |
| 3Y | +125.8% | +57.9% | +67.9% | +84.7% |
| 5Y | +83.8% | +48.3% | +35.5% | +53.3% |
| All | +468.5% | +67.2% | +401.3% | +320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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