+419.8%
TXN vs PSX
+386.4%
+33.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +4.0% | +1.7% | +2.3% | +3.5% |
| 30D | -2.9% | +15.6% | -18.5% | -6.8% |
| 3M | -9.1% | +46.5% | -55.6% | -18.8% |
| 6M | +36.6% | +55.0% | -18.4% | +19.1% |
| YTD | +57.5% | +105.3% | -47.8% | +25.6% |
| 1Y | +49.5% | +101.6% | -52.1% | +19.5% |
| 3Y | +76.5% | +134.1% | -57.6% | +32.6% |
| 5Y | +62.4% | +368.7% | -306.3% | -4.2% |
| All | +419.8% | +386.4% | +33.4% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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