+400.7%
TXN vs PWR
+2,415.0%
-2,014.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -8.0% | -7.7% | -0.2% | -5.0% |
| 3M | -7.8% | -4.9% | -2.8% | -6.3% |
| 6M | +32.4% | +9.7% | +22.7% | +26.7% |
| YTD | +51.7% | +46.7% | +5.0% | +28.2% |
| 1Y | +44.3% | +58.7% | -14.4% | +17.6% |
| 3Y | +71.3% | +200.7% | -129.4% | +1.3% |
| 5Y | +56.4% | +438.6% | -382.1% | -30.3% |
| All | +400.7% | +2,415.0% | -2,014.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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