+419.8%
TXN vs UL
+66.7%
+353.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -3.4% | +7.4% | +5.2% |
| 30D | -2.9% | +0.5% | -3.3% | -3.1% |
| 3M | -9.1% | +7.2% | -16.3% | -11.9% |
| 6M | +36.6% | -3.1% | +39.7% | +36.9% |
| YTD | +57.5% | -2.7% | +60.2% | +57.5% |
| 1Y | +49.5% | -10.2% | +59.8% | +53.8% |
| 3Y | +76.5% | +20.3% | +56.3% | +58.4% |
| 5Y | +62.4% | +19.9% | +42.4% | +43.2% |
| All | +419.8% | +66.7% | +353.1% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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