+2,694.3%
TXN vs TNA
+913.2%
+1,781.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.2% |
| 7D | +2.0% | -7.6% | +9.6% | +4.1% |
| 30D | -8.0% | -13.6% | +5.7% | -4.3% |
| 3M | -7.8% | +2.8% | -10.6% | -8.4% |
| 6M | +32.4% | +34.5% | -2.1% | +21.4% |
| YTD | +51.7% | +41.0% | +10.7% | +36.2% |
| 1Y | +44.3% | +52.0% | -7.7% | +25.7% |
| 3Y | +71.3% | +103.5% | -32.2% | +27.2% |
| 5Y | +56.4% | -22.5% | +78.9% | +35.8% |
| 10Y | +410.2% | +81.9% | +328.3% | +178.9% |
| All | +2,694.3% | +913.2% | +1,781.2% | +562.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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