+553.2%
TXN vs TRU
+225.6%
+327.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +2.0% | -9.4% | +11.4% | +5.5% |
| 30D | -8.0% | -4.1% | -3.9% | -6.9% |
| 3M | -7.8% | +13.6% | -21.3% | -13.5% |
| 6M | +32.4% | +3.6% | +28.8% | +27.4% |
| YTD | +51.7% | -9.8% | +61.5% | +51.9% |
| 1Y | +44.3% | -13.6% | +57.9% | +46.0% |
| 3Y | +71.3% | -2.0% | +73.2% | +56.6% |
| 5Y | +56.4% | -35.8% | +92.2% | +67.8% |
| 10Y | +410.2% | +142.9% | +267.3% | +237.3% |
| All | +553.2% | +225.6% | +327.6% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling