+84.9%
TXN vs USB
+25.6%
+59.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -3.8% | +1.4% | -5.3% | -4.3% |
| 30D | +6.4% | +6.4% | 0.0% | +3.7% |
| 3M | +7.7% | -4.5% | +12.2% | +9.7% |
| 6M | +5.5% | +11.4% | -5.9% | +0.1% |
| YTD | +77.0% | +17.1% | +59.9% | +63.8% |
| 1Y | +91.2% | +32.6% | +58.6% | +67.6% |
| 3Y | +121.5% | +101.8% | +19.7% | +66.3% |
| 5Y | +84.9% | +25.1% | +59.8% | +63.2% |
| All | +84.9% | +25.6% | +59.3% | +63.2% |
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