+485.1%
TXN vs TAP
-47.7%
+532.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +12.3% | -6.3% | +18.7% | +14.0% |
| 30D | +9.1% | +2.7% | +6.4% | +8.0% |
| 3M | +13.5% | -3.7% | +17.3% | +13.9% |
| 6M | +6.9% | -2.0% | +9.0% | +6.2% |
| YTD | +84.0% | -12.3% | +96.4% | +87.3% |
| 1Y | +95.8% | -10.1% | +105.8% | +97.7% |
| 3Y | +130.3% | -25.3% | +155.6% | +141.6% |
| 5Y | +89.2% | -1.9% | +91.1% | +80.2% |
| All | +485.1% | -47.7% | +532.8% | +476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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