+419.8%
TXN vs RSG
+428.9%
-9.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.1% | +3.4% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -2.9% | +4.0% | -6.8% | -5.0% |
| 3M | -9.1% | +7.4% | -16.5% | -13.5% |
| 6M | +36.6% | +0.1% | +36.5% | +34.7% |
| YTD | +57.5% | +6.0% | +51.5% | +49.7% |
| 1Y | +49.5% | -3.0% | +52.5% | +49.4% |
| 3Y | +76.5% | +56.5% | +20.1% | +27.7% |
| 5Y | +62.4% | +90.9% | -28.5% | +0.5% |
| All | +419.8% | +428.9% | -9.1% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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