+120.3%
TXN vs U
-43.9%
+164.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -8.0% | -4.1% | -3.9% | -7.5% |
| 3M | -7.8% | +57.8% | -65.6% | -13.5% |
| 6M | +32.4% | +103.5% | -71.1% | +18.9% |
| YTD | +51.7% | -4.8% | +56.4% | +48.8% |
| 1Y | +44.3% | -2.4% | +46.7% | +39.8% |
| 3Y | +71.3% | +11.7% | +59.6% | +53.5% |
| 5Y | +56.4% | -68.9% | +125.3% | +51.4% |
| All | +120.3% | -43.9% | +164.3% | +96.1% |
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