+159.7%
TXN vs U
-29.6%
+189.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.1% | -3.5% |
| 7D | +9.5% | +2.6% | +6.9% | +9.1% |
| 30D | +8.7% | +27.6% | -18.9% | +4.8% |
| 3M | +11.6% | +15.3% | -3.8% | +8.8% |
| 6M | +0.1% | +96.4% | -96.3% | -9.5% |
| YTD | +78.8% | +19.6% | +59.2% | +69.3% |
| 1Y | +91.2% | +42.1% | +49.1% | +75.9% |
| 3Y | +125.8% | +87.5% | +38.3% | +87.9% |
| 5Y | +83.8% | -73.1% | +156.9% | +81.2% |
| All | +159.7% | -29.6% | +189.3% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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