+20,389.3%
TXN vs TAP
+825.0%
+19,564.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | -6.9% | -2.1% | -4.8% | -6.7% |
| 3M | -14.9% | +6.6% | -21.5% | -16.1% |
| 6M | +29.0% | -11.5% | +40.5% | +30.9% |
| YTD | +51.5% | -10.3% | +61.7% | +53.1% |
| 1Y | +41.6% | -14.4% | +56.0% | +43.9% |
| 3Y | +65.8% | -28.3% | +94.1% | +72.4% |
| 5Y | +56.8% | +1.7% | +55.1% | +53.1% |
| 10Y | +387.5% | -49.2% | +436.7% | +410.9% |
| All | +20,389.3% | +825.0% | +19,564.3% | +14,601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling