+62.1%
TXN vs TLN
+571.8%
-509.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.7% |
| 7D | +2.0% | +2.0% | 0.0% | +1.6% |
| 30D | -8.0% | -12.9% | +5.0% | -6.1% |
| 3M | -7.8% | -7.4% | -0.3% | -6.5% |
| 6M | +32.4% | -6.0% | +38.5% | +33.6% |
| YTD | +51.7% | -16.9% | +68.6% | +54.5% |
| 1Y | +44.3% | -22.6% | +66.9% | +47.9% |
| 3Y | +71.3% | +469.0% | -397.7% | +22.8% |
| All | +62.1% | +571.8% | -509.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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