+114.5%
TXN vs ROIV
+276.5%
-161.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.7% |
| 7D | +9.5% | +1.7% | +7.8% | +9.3% |
| 30D | +8.7% | +17.6% | -8.9% | +7.0% |
| 3M | +11.6% | +9.0% | +2.6% | +10.4% |
| 6M | +0.1% | +35.3% | -35.2% | -3.1% |
| YTD | +78.8% | +82.2% | -3.4% | +67.5% |
| 1Y | +91.2% | +92.3% | -1.0% | +78.0% |
| 3Y | +125.8% | +336.8% | -211.0% | +93.4% |
| 5Y | +83.8% | +370.6% | -286.8% | +46.5% |
| All | +114.5% | +276.5% | -161.9% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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