+41.6%
TXN vs TLT
-1.2%
+42.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -0.1% | -0.4% | +0.4% | 0.0% |
| 30D | -6.9% | -0.6% | -6.4% | -6.8% |
| 3M | -14.9% | -2.7% | -12.2% | -14.8% |
| 6M | +29.0% | -5.6% | +34.6% | +28.4% |
| YTD | +51.5% | -2.8% | +54.3% | +52.1% |
| 1Y | +41.6% | -1.4% | +43.0% | +44.7% |
| All | +41.6% | -1.2% | +42.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling