+400.7%
TXN vs RBA
+195.3%
+205.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.0% | -3.3% | +5.2% | +3.1% |
| 30D | -8.0% | -9.8% | +1.8% | -5.0% |
| 3M | -7.8% | -23.5% | +15.7% | -0.2% |
| 6M | +32.4% | -21.5% | +53.9% | +42.2% |
| YTD | +51.7% | -21.2% | +72.9% | +61.7% |
| 1Y | +44.3% | -30.2% | +74.5% | +59.8% |
| 3Y | +71.3% | +25.3% | +46.0% | +55.1% |
| 5Y | +56.4% | +35.1% | +21.3% | +34.3% |
| All | +400.7% | +195.3% | +205.4% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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