+55.9%
TXN vs S
-56.9%
+112.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -8.0% | -11.8% | +3.8% | -6.5% |
| 3M | -7.8% | +33.9% | -41.7% | -12.1% |
| 6M | +32.4% | +40.1% | -7.7% | +24.3% |
| YTD | +51.7% | +32.1% | +19.6% | +43.2% |
| 1Y | +44.3% | +11.0% | +33.3% | +39.6% |
| 3Y | +71.3% | +16.9% | +54.3% | +59.9% |
| 5Y | +56.4% | -68.9% | +125.3% | +57.2% |
| All | +55.9% | -56.9% | +112.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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