+400.7%
TXN vs RCL
+344.1%
+56.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.0% | -2.5% | +4.4% | +2.5% |
| 30D | -8.0% | -15.7% | +7.7% | -4.6% |
| 3M | -7.8% | -3.6% | -4.1% | -7.3% |
| 6M | +32.4% | -8.7% | +41.1% | +34.0% |
| YTD | +51.7% | -6.2% | +57.9% | +51.5% |
| 1Y | +44.3% | -22.9% | +67.2% | +49.7% |
| 3Y | +71.3% | +173.6% | -102.3% | +34.6% |
| 5Y | +56.4% | +226.6% | -170.1% | +13.4% |
| All | +400.7% | +344.1% | +56.6% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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