+419.8%
TXN vs TRGP
+863.3%
-443.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | +8.0% | -10.9% | -4.4% |
| 3M | -9.1% | +8.3% | -17.4% | -10.8% |
| 6M | +36.6% | +23.9% | +12.7% | +30.5% |
| YTD | +57.5% | +59.6% | -2.2% | +43.4% |
| 1Y | +49.5% | +79.4% | -29.9% | +32.9% |
| 3Y | +76.5% | +269.4% | -192.9% | +37.4% |
| 5Y | +62.4% | +641.6% | -579.3% | +11.9% |
| All | +419.8% | +863.3% | -443.5% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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