+480.1%
TXN vs PR
+80.1%
+400.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +10.5% | -4.6% | +15.1% | +10.9% |
| 3M | +10.7% | +4.7% | +6.0% | +10.2% |
| 6M | +5.1% | +12.4% | -7.4% | +3.8% |
| YTD | +82.5% | +62.9% | +19.6% | +74.7% |
| 1Y | +98.2% | +70.6% | +27.6% | +89.0% |
| 3Y | +128.4% | +90.0% | +38.4% | +115.1% |
| 5Y | +89.0% | +255.5% | -166.5% | +68.6% |
| All | +480.1% | +80.1% | +400.0% | +465.3% |
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