+23,841.8%
TXN vs TER
+9,717.5%
+14,124.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.8% | -8.9% | +5.1% | -0.1% |
| 30D | +6.4% | -39.1% | +45.5% | +31.1% |
| 3M | +7.7% | -32.8% | +40.4% | +25.1% |
| 6M | +5.5% | -31.7% | +37.2% | +17.9% |
| YTD | +77.0% | +26.9% | +50.1% | +42.9% |
| 1Y | +91.2% | +33.6% | +57.7% | +50.1% |
| 3Y | +121.5% | +181.5% | -60.0% | +13.4% |
| 5Y | +84.9% | +76.1% | +8.8% | +12.5% |
| 10Y | +469.9% | +1,006.2% | -536.3% | +40.4% |
| All | +23,841.8% | +9,717.5% | +14,124.2% | +2,008.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling