+419.8%
TXN vs RRC
+4.6%
+415.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.6% | +4.0% |
| 7D | +4.0% | -2.0% | +6.0% | +4.2% |
| 30D | -2.9% | +2.4% | -5.3% | -3.2% |
| 3M | -9.1% | +8.6% | -17.7% | -10.3% |
| 6M | +36.6% | -1.4% | +38.1% | +36.2% |
| YTD | +57.5% | +17.3% | +40.2% | +53.0% |
| 1Y | +49.5% | +18.1% | +31.4% | +44.9% |
| 3Y | +76.5% | +32.8% | +43.8% | +67.4% |
| 5Y | +62.4% | +147.6% | -85.2% | +38.8% |
| All | +419.8% | +4.6% | +415.2% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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