+59.9%
TXN vs TAP
-0.5%
+60.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | +2.7% | -5.1% | +7.7% | +3.5% |
| 30D | -6.7% | -8.4% | +1.7% | -5.4% |
| 3M | -8.9% | -3.9% | -5.0% | -8.7% |
| 6M | +34.7% | -14.4% | +49.1% | +38.2% |
| YTD | +53.3% | -14.7% | +68.1% | +56.9% |
| 1Y | +45.0% | -18.7% | +63.7% | +49.8% |
| 3Y | +73.1% | -32.6% | +105.8% | +85.7% |
| 5Y | +59.9% | -1.4% | +61.3% | +54.8% |
| All | +59.9% | -0.5% | +60.4% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling