+62.7%
TXN vs Q
+79.8%
-17.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.8% |
| 7D | +4.0% | +4.9% | -1.0% | +1.9% |
| 30D | -2.9% | -11.0% | +8.1% | +1.7% |
| 3M | -9.1% | -15.2% | +6.1% | -2.5% |
| 6M | +36.6% | +8.8% | +27.8% | +35.3% |
| YTD | +57.5% | +55.1% | +2.4% | +43.2% |
| All | +62.7% | +79.8% | -17.0% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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