+419.8%
TXN vs RSP
+211.6%
+208.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.9% |
| 7D | +4.0% | -1.9% | +5.9% | +6.2% |
| 30D | -2.9% | -2.8% | 0.0% | +0.2% |
| 3M | -9.1% | +2.8% | -11.9% | -12.0% |
| 6M | +36.6% | +10.2% | +26.4% | +22.9% |
| YTD | +57.5% | +13.1% | +44.4% | +37.7% |
| 1Y | +49.5% | +14.8% | +34.8% | +28.9% |
| 3Y | +76.5% | +52.6% | +23.9% | +13.7% |
| 5Y | +62.4% | +51.6% | +10.8% | +6.0% |
| All | +419.8% | +211.6% | +208.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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