+406.0%
TXN vs TLT
-19.7%
+425.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.9% |
| 7D | +2.7% | -0.3% | +2.9% | +2.6% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -8.9% | -2.9% | -6.0% | -9.5% |
| 6M | +34.7% | -6.3% | +41.0% | +32.8% |
| YTD | +53.3% | -3.3% | +56.7% | +52.2% |
| 1Y | +45.0% | -4.2% | +49.2% | +43.8% |
| 3Y | +73.1% | -1.7% | +74.8% | +72.4% |
| 5Y | +59.9% | -34.9% | +94.8% | +31.6% |
| All | +406.0% | -19.7% | +425.7% | +375.1% |
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