+59.6%
TXN vs TW
+19.5%
+40.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | +4.0% | -4.5% | +8.5% | +4.8% |
| 30D | -2.9% | -2.3% | -0.6% | -2.5% |
| 3M | -9.1% | +2.6% | -11.7% | -10.2% |
| 6M | +36.6% | -17.5% | +54.2% | +41.6% |
| YTD | +57.5% | -5.3% | +62.8% | +56.6% |
| 1Y | +49.5% | -14.8% | +64.3% | +53.0% |
| 3Y | +76.5% | +18.8% | +57.7% | +58.6% |
| All | +59.6% | +19.5% | +40.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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