+419.8%
TXN vs PSLV
+190.6%
+229.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +4.0% | -3.5% | +7.4% | +4.6% |
| 30D | -2.9% | -2.1% | -0.7% | -2.5% |
| 3M | -9.1% | -1.6% | -7.5% | -9.0% |
| 6M | +36.6% | -25.5% | +62.1% | +42.7% |
| YTD | +57.5% | -11.4% | +68.9% | +55.9% |
| 1Y | +49.5% | +48.6% | +0.9% | +32.9% |
| 3Y | +76.5% | +166.9% | -90.3% | +37.8% |
| 5Y | +62.4% | +152.4% | -90.0% | +26.1% |
| All | +419.8% | +190.6% | +229.2% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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