+419.8%
TXN vs QSR
+135.2%
+284.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -4.0% | +8.0% | +5.4% |
| 30D | -2.9% | +2.8% | -5.6% | -3.9% |
| 3M | -9.1% | +5.1% | -14.2% | -11.1% |
| 6M | +36.6% | +8.8% | +27.8% | +31.7% |
| YTD | +57.5% | +14.8% | +42.7% | +48.4% |
| 1Y | +49.5% | +25.7% | +23.8% | +36.1% |
| 3Y | +76.5% | +27.5% | +49.0% | +57.4% |
| 5Y | +62.4% | +41.3% | +21.1% | +38.0% |
| All | +419.8% | +135.2% | +284.6% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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