+468.5%
TXN vs TER
+998.2%
-529.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.5% | -0.5% |
| 7D | +9.5% | +14.4% | -4.9% | +3.0% |
| 30D | +8.7% | -30.6% | +39.3% | +25.9% |
| 3M | +11.6% | -39.2% | +50.8% | +35.1% |
| 6M | +0.1% | -31.3% | +31.4% | +11.1% |
| YTD | +78.8% | +29.1% | +49.7% | +41.2% |
| 1Y | +91.2% | +47.4% | +43.8% | +41.3% |
| 3Y | +125.8% | +191.2% | -65.4% | +6.6% |
| 5Y | +83.8% | +74.0% | +9.8% | +7.0% |
| All | +468.5% | +998.2% | -529.7% | +17.4% |
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