+400.7%
TXN vs RF
+340.3%
+60.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +2.0% | -1.6% | +3.6% | +2.6% |
| 30D | -8.0% | -4.3% | -3.7% | -6.5% |
| 3M | -7.8% | +5.9% | -13.6% | -10.1% |
| 6M | +32.4% | +14.1% | +18.3% | +25.3% |
| YTD | +51.7% | +13.8% | +37.9% | +43.4% |
| 1Y | +44.3% | +15.2% | +29.1% | +35.5% |
| 3Y | +71.3% | +90.6% | -19.3% | +32.0% |
| 5Y | +56.4% | +88.9% | -32.5% | +17.7% |
| All | +400.7% | +340.3% | +60.4% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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