+400.7%
TXN vs TPR
+318.3%
+82.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | +2.0% | -5.1% | +7.1% | +3.4% |
| 30D | -8.0% | -27.6% | +19.6% | 0.0% |
| 3M | -7.8% | -17.5% | +9.7% | -3.7% |
| 6M | +32.4% | -21.3% | +53.7% | +39.6% |
| YTD | +51.7% | -8.5% | +60.2% | +52.7% |
| 1Y | +44.3% | +11.5% | +32.8% | +36.7% |
| 3Y | +71.3% | +288.0% | -216.7% | +10.8% |
| 5Y | +56.4% | +225.2% | -168.7% | +3.0% |
| All | +400.7% | +318.3% | +82.4% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling