+400.7%
TXN vs TAP
-50.5%
+451.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.0% | -5.3% | +7.2% | +3.3% |
| 30D | -8.0% | -7.4% | -0.6% | -6.4% |
| 3M | -7.8% | -4.9% | -2.8% | -7.2% |
| 6M | +32.4% | -14.2% | +46.6% | +36.5% |
| YTD | +51.7% | -14.8% | +66.5% | +56.2% |
| 1Y | +44.3% | -18.1% | +62.4% | +49.7% |
| 3Y | +71.3% | -32.7% | +104.0% | +85.5% |
| 5Y | +56.4% | -0.5% | +56.9% | +48.6% |
| All | +400.7% | -50.5% | +451.2% | +412.3% |
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