+58.0%
TXN vs TLT
-33.6%
+91.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | -9.5% | -0.3% | -9.2% | -9.5% |
| 3M | -10.5% | -1.7% | -8.8% | -10.4% |
| 6M | +35.4% | -4.9% | +40.3% | +35.8% |
| YTD | +51.8% | -2.8% | +54.5% | +52.1% |
| 1Y | +42.9% | -4.2% | +47.2% | +43.4% |
| 3Y | +71.3% | -1.1% | +72.4% | +70.3% |
| 5Y | +58.0% | -33.7% | +91.7% | +51.0% |
| All | +58.0% | -33.6% | +91.6% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling