+400.7%
TXN vs TLT
-20.6%
+421.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.3% |
| 7D | +2.0% | -1.6% | +3.5% | +1.6% |
| 30D | -8.0% | -1.3% | -6.6% | -8.2% |
| 3M | -7.8% | -3.7% | -4.0% | -8.5% |
| 6M | +32.4% | -6.4% | +38.8% | +30.6% |
| YTD | +51.7% | -4.5% | +56.2% | +50.3% |
| 1Y | +44.3% | -5.9% | +50.2% | +42.5% |
| 3Y | +71.3% | -2.8% | +74.1% | +70.2% |
| 5Y | +56.4% | -35.1% | +91.5% | +29.1% |
| All | +400.7% | -20.6% | +421.3% | +368.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling