+71.3%
TXN vs TLT
-1.1%
+72.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -9.5% | -0.3% | -9.2% | -9.4% |
| 3M | -10.5% | -1.7% | -8.8% | -10.3% |
| 6M | +35.4% | -4.9% | +40.3% | +36.4% |
| YTD | +51.8% | -2.8% | +54.5% | +52.4% |
| 1Y | +42.9% | -4.2% | +47.2% | +43.9% |
| 3Y | +71.3% | -1.1% | +72.4% | +65.2% |
| All | +71.3% | -1.1% | +72.4% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling