+419.8%
TXN vs TRV
+306.9%
+112.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.0% |
| 7D | +4.0% | +1.9% | +2.0% | +3.2% |
| 30D | -2.9% | +1.7% | -4.6% | -3.6% |
| 3M | -9.1% | +23.9% | -33.0% | -17.4% |
| 6M | +36.6% | +26.3% | +10.4% | +22.9% |
| YTD | +57.5% | +30.8% | +26.7% | +39.3% |
| 1Y | +49.5% | +36.3% | +13.2% | +29.7% |
| 3Y | +76.5% | +145.0% | -68.5% | +15.3% |
| 5Y | +62.4% | +163.9% | -101.5% | 0.0% |
| All | +419.8% | +306.9% | +112.9% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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