+65.9%
TXN vs USB
+21.6%
+44.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -7.8% | 0.0% | -7.8% | -7.7% |
| 30D | -3.6% | +5.8% | -9.4% | -5.9% |
| 3M | +0.1% | -6.0% | +6.1% | +2.6% |
| 6M | -3.2% | +7.8% | -11.0% | -6.8% |
| YTD | +63.4% | +14.6% | +48.8% | +52.6% |
| 1Y | +75.6% | +31.8% | +43.8% | +54.2% |
| 3Y | +104.0% | +91.5% | +12.5% | +56.0% |
| All | +65.9% | +21.6% | +44.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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