+137.2%
TXN vs RKT
-12.9%
+150.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -6.3% | +10.2% | +4.7% |
| 30D | -2.9% | -6.2% | +3.3% | -2.3% |
| 3M | -9.1% | -1.9% | -7.2% | -9.3% |
| 6M | +36.6% | -13.0% | +49.6% | +37.6% |
| YTD | +57.5% | -31.9% | +89.4% | +62.1% |
| 1Y | +49.5% | -37.6% | +87.1% | +54.9% |
| 3Y | +76.5% | +36.8% | +39.7% | +62.0% |
| 5Y | +62.4% | -9.7% | +72.1% | +48.0% |
| All | +137.2% | -12.9% | +150.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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