+91.0%
TXN vs TLN
+710.8%
-619.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | -0.1% | -2.4% |
| 7D | +9.5% | +11.0% | -1.6% | +7.7% |
| 30D | +8.7% | +4.9% | +3.8% | +7.7% |
| 3M | +11.6% | +4.9% | +6.7% | +10.2% |
| 6M | +0.1% | +7.1% | -7.0% | -1.3% |
| YTD | +78.8% | +0.3% | +78.5% | +76.2% |
| 1Y | +91.2% | +5.9% | +85.3% | +86.8% |
| 3Y | +125.8% | +578.5% | -452.6% | +56.5% |
| All | +91.0% | +710.8% | -619.8% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling