+400.7%
TXN vs TER
+1,841.7%
-1,441.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | +0.5% |
| 7D | +2.0% | +9.4% | -7.4% | -2.1% |
| 30D | -8.0% | -2.4% | -5.5% | -7.5% |
| 3M | -7.8% | +6.5% | -14.3% | -13.2% |
| 6M | +32.4% | +23.2% | +9.2% | +13.0% |
| YTD | +51.7% | +91.5% | -39.8% | +3.1% |
| 1Y | +44.3% | +214.8% | -170.5% | -25.4% |
| 3Y | +71.3% | +275.3% | -204.1% | -25.3% |
| 5Y | +56.4% | +211.9% | -155.5% | -29.8% |
| All | +400.7% | +1,841.7% | -1,441.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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