+468.5%
TXN vs ROL
+221.5%
+246.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.7% |
| 7D | +9.5% | +3.0% | +6.5% | +8.4% |
| 30D | +8.7% | +19.8% | -11.1% | +2.0% |
| 3M | +11.6% | +7.9% | +3.7% | +8.1% |
| 6M | +0.1% | -25.6% | +25.7% | +10.1% |
| YTD | +78.8% | -34.1% | +113.0% | +105.2% |
| 1Y | +91.2% | -31.4% | +122.6% | +115.9% |
| 3Y | +125.8% | +4.7% | +121.2% | +113.4% |
| 5Y | +83.8% | +15.6% | +68.2% | +61.8% |
| All | +468.5% | +221.5% | +246.9% | +227.9% |
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