+468.5%
TXN vs ROP
+185.2%
+283.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | +9.5% | +0.7% | +8.8% | +9.0% |
| 30D | +8.7% | +28.8% | -20.1% | -5.5% |
| 3M | +11.6% | +21.1% | -9.5% | -0.3% |
| 6M | +0.1% | +52.5% | -52.4% | -23.6% |
| YTD | +78.8% | +8.9% | +69.9% | +65.9% |
| 1Y | +91.2% | +8.2% | +83.0% | +78.1% |
| 3Y | +125.8% | -5.2% | +131.0% | +128.6% |
| 5Y | +83.8% | +1.7% | +82.1% | +75.7% |
| All | +468.5% | +185.2% | +283.3% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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