+59.6%
TXN vs TRU
-35.6%
+95.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | +4.0% | -2.7% | +6.7% | +4.8% |
| 30D | -2.9% | -2.0% | -0.8% | -2.6% |
| 3M | -9.1% | +18.4% | -27.5% | -15.1% |
| 6M | +36.6% | +8.9% | +27.8% | +30.1% |
| YTD | +57.5% | -8.9% | +66.4% | +57.9% |
| 1Y | +49.5% | -15.9% | +65.4% | +53.8% |
| 3Y | +76.5% | -1.1% | +77.6% | +65.2% |
| All | +59.6% | -35.6% | +95.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling