+44.3%
TXN vs TLT
-5.5%
+49.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +2.0% | -1.6% | +3.5% | +2.2% |
| 30D | -8.0% | -1.3% | -6.6% | -7.7% |
| 3M | -7.8% | -3.7% | -4.0% | -7.4% |
| 6M | +32.4% | -6.4% | +38.8% | +32.6% |
| YTD | +51.7% | -4.5% | +56.2% | +52.9% |
| 1Y | +44.3% | -5.9% | +50.2% | +47.8% |
| All | +44.3% | -5.5% | +49.8% | +47.8% |
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