+468.5%
TXN vs PR
+86.0%
+382.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -2.9% |
| 7D | +9.5% | +6.0% | +3.5% | +9.0% |
| 30D | +8.7% | -4.2% | +12.9% | +9.0% |
| 3M | +11.6% | +10.0% | +1.6% | +10.6% |
| 6M | +0.1% | +15.6% | -15.5% | -1.3% |
| YTD | +78.8% | +68.2% | +10.6% | +70.8% |
| 1Y | +91.2% | +79.2% | +12.0% | +81.6% |
| 3Y | +125.8% | +94.9% | +30.9% | +112.3% |
| 5Y | +83.8% | +272.8% | -189.0% | +63.3% |
| All | +468.5% | +86.0% | +382.5% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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