+400.7%
TXN vs ROL
+210.1%
+190.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +2.0% | -3.2% | +5.2% | +3.1% |
| 30D | -8.0% | -6.6% | -1.4% | -5.9% |
| 3M | -7.8% | -27.3% | +19.5% | +2.6% |
| 6M | +32.4% | -38.1% | +70.5% | +56.3% |
| YTD | +51.7% | -41.8% | +93.5% | +82.3% |
| 1Y | +44.3% | -37.8% | +82.1% | +68.7% |
| 3Y | +71.3% | -0.3% | +71.6% | +64.3% |
| 5Y | +56.4% | -5.1% | +61.5% | +48.8% |
| All | +400.7% | +210.1% | +190.6% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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