+468.5%
TXN vs TLT
-12.6%
+481.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.9% |
| 7D | +9.5% | -3.1% | +12.6% | +8.7% |
| 30D | +8.7% | +1.0% | +7.7% | +9.0% |
| 3M | +11.6% | -2.7% | +14.3% | +11.0% |
| 6M | +0.1% | -4.1% | +4.2% | -0.8% |
| YTD | +78.8% | -5.4% | +84.2% | +76.8% |
| 1Y | +91.2% | -7.0% | +98.2% | +88.3% |
| 3Y | +125.8% | +2.8% | +123.0% | +129.2% |
| 5Y | +83.8% | -35.4% | +119.2% | +50.7% |
| All | +468.5% | -12.6% | +481.1% | +443.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling