+419.8%
TXN vs VEA
+165.0%
+254.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +2.6% |
| 7D | +4.0% | -1.5% | +5.4% | +5.7% |
| 30D | -2.9% | -0.8% | -2.0% | -1.9% |
| 3M | -9.1% | +2.5% | -11.6% | -10.9% |
| 6M | +36.6% | +11.1% | +25.5% | +22.4% |
| YTD | +57.5% | +17.2% | +40.3% | +32.7% |
| 1Y | +49.5% | +24.5% | +25.0% | +18.0% |
| 3Y | +76.5% | +75.4% | +1.1% | -4.6% |
| 5Y | +62.4% | +61.1% | +1.3% | -3.4% |
| All | +419.8% | +165.0% | +254.8% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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