+419.8%
TXN vs RNG
+222.9%
+196.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +4.0% | -6.1% | +10.1% | +5.0% |
| 30D | -2.9% | +9.6% | -12.5% | -4.6% |
| 3M | -9.1% | +83.3% | -92.4% | -19.4% |
| 6M | +36.6% | +77.9% | -41.3% | +19.6% |
| YTD | +57.5% | +139.9% | -82.4% | +27.1% |
| 1Y | +49.5% | +121.7% | -72.1% | +22.3% |
| 3Y | +76.5% | +121.9% | -45.3% | +38.6% |
| 5Y | +62.4% | -68.4% | +130.7% | +75.8% |
| All | +419.8% | +222.9% | +196.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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