+2,005.5%
TXN vs TLT
+127.7%
+1,877.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.0% |
| 7D | -3.8% | -0.3% | -3.5% | -3.9% |
| 30D | +6.4% | +3.7% | +2.7% | +8.4% |
| 3M | +7.7% | -0.7% | +8.3% | +7.5% |
| 6M | +5.5% | -4.2% | +9.7% | +3.3% |
| YTD | +77.0% | -4.0% | +81.0% | +73.7% |
| 1Y | +91.2% | -5.8% | +97.1% | +85.8% |
| 3Y | +121.5% | +4.1% | +117.4% | +127.6% |
| 5Y | +84.9% | -34.8% | +119.7% | +42.2% |
| 10Y | +469.9% | -12.3% | +482.2% | +462.0% |
| All | +2,005.5% | +127.7% | +1,877.7% | +7,826.8% |
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 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