+485.1%
TXN vs RL
+342.1%
+143.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +12.3% | +2.4% | +10.0% | +11.6% |
| 30D | +9.1% | +4.6% | +4.5% | +7.7% |
| 3M | +13.5% | -1.1% | +14.6% | +13.9% |
| 6M | +6.9% | +16.5% | -9.6% | +1.3% |
| YTD | +84.0% | +11.4% | +72.6% | +75.8% |
| 1Y | +95.8% | +16.1% | +79.7% | +84.4% |
| 3Y | +130.3% | +252.6% | -122.3% | +51.7% |
| 5Y | +89.2% | +244.9% | -155.7% | +22.3% |
| All | +485.1% | +342.1% | +143.0% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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