+1,701.8%
TXN vs TLT
+130.6%
+1,571.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.9% |
| 7D | -0.1% | -0.4% | +0.4% | -0.3% |
| 30D | -6.9% | -0.6% | -6.4% | -7.2% |
| 3M | -14.9% | -2.7% | -12.2% | -16.1% |
| 6M | +29.0% | -5.6% | +34.6% | +25.3% |
| YTD | +51.5% | -2.8% | +54.3% | +49.4% |
| 1Y | +41.6% | -1.4% | +43.0% | +40.7% |
| 3Y | +65.8% | -1.6% | +67.4% | +64.5% |
| 5Y | +56.8% | -33.8% | +90.6% | +21.6% |
| 10Y | +387.5% | -21.1% | +408.6% | +344.3% |
| All | +1,701.8% | +130.6% | +1,571.3% | +6,717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling