+91.2%
TXN vs VG
+35.0%
+56.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | -3.8% | -7.7% | +3.9% | -4.0% |
| 30D | +6.4% | -8.8% | +15.2% | +6.2% |
| 3M | +7.7% | -15.6% | +23.3% | +7.3% |
| 6M | +5.5% | +5.2% | +0.2% | +5.9% |
| YTD | +77.0% | +76.9% | +0.1% | +67.0% |
| 1Y | +91.2% | +42.5% | +48.7% | +86.1% |
| All | +91.2% | +35.0% | +56.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling