+393.3%
TXN vs PPL
+55.2%
+338.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | -9.5% | -1.1% | -8.4% | -9.2% |
| 3M | -10.5% | 0.0% | -10.6% | -10.9% |
| 6M | +35.4% | -7.6% | +42.9% | +38.7% |
| YTD | +51.8% | +1.7% | +50.0% | +49.8% |
| 1Y | +42.9% | +1.5% | +41.4% | +40.9% |
| 3Y | +71.3% | +55.3% | +16.1% | +41.1% |
| 5Y | +58.0% | +37.7% | +20.3% | +35.7% |
| 10Y | +393.3% | +54.0% | +339.3% | +284.5% |
| All | +393.3% | +55.2% | +338.1% | +284.5% |
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