+455.6%
TXN vs PR
+66.7%
+388.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.7% |
| 7D | -2.1% | -12.4% | +10.3% | -1.1% |
| 30D | +4.7% | -6.6% | +11.3% | +5.3% |
| 3M | +3.9% | +7.5% | -3.6% | +3.1% |
| 6M | +3.8% | +10.8% | -7.0% | +2.7% |
| YTD | +74.2% | +57.0% | +17.2% | +67.2% |
| 1Y | +88.2% | +67.9% | +20.3% | +79.7% |
| 3Y | +124.0% | +87.6% | +36.4% | +111.2% |
| 5Y | +78.4% | +220.4% | -142.0% | +60.1% |
| 10Y | +455.6% | +64.8% | +390.7% | +440.6% |
| All | +455.6% | +66.7% | +388.9% | +440.6% |
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