+59.9%
TXN vs TER
+229.2%
-169.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | -0.2% |
| 7D | +2.7% | +12.4% | -9.7% | -1.9% |
| 30D | -6.7% | +5.1% | -11.9% | -9.0% |
| 3M | -8.9% | +4.0% | -12.9% | -12.5% |
| 6M | +34.7% | +29.5% | +5.2% | +15.7% |
| YTD | +53.3% | +98.5% | -45.1% | +8.5% |
| 1Y | +45.0% | +234.1% | -189.0% | -20.3% |
| 3Y | +73.1% | +289.0% | -215.9% | -18.3% |
| 5Y | +59.9% | +228.2% | -168.3% | -19.5% |
| All | +59.9% | +229.2% | -169.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling