+58.0%
TXN vs ROIV
+316.9%
-258.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.8% | -18.6% | -1.6% |
| 7D | +2.2% | +20.2% | -18.0% | +0.3% |
| 30D | -9.5% | +14.1% | -23.6% | -10.8% |
| 3M | -10.5% | +45.6% | -56.1% | -13.8% |
| 6M | +35.4% | +44.1% | -8.8% | +30.3% |
| YTD | +51.8% | +91.2% | -39.4% | +41.8% |
| 1Y | +42.9% | +221.3% | -178.4% | +26.6% |
| 3Y | +71.3% | +229.2% | -157.9% | +49.4% |
| 5Y | +58.0% | +316.5% | -258.5% | +26.1% |
| All | +58.0% | +316.9% | -258.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling