+98.2%
TXN vs VG
+51.8%
+46.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +3.2% |
| 7D | -0.5% | +5.5% | -6.0% | -0.5% |
| 30D | +10.5% | -3.6% | +14.1% | +10.3% |
| 3M | +10.7% | -4.0% | +14.7% | +10.7% |
| 6M | +5.1% | +9.4% | -4.3% | +5.7% |
| YTD | +82.5% | +86.6% | -4.2% | +72.1% |
| 1Y | +98.2% | +69.5% | +28.7% | +89.3% |
| All | +98.2% | +51.8% | +46.4% | +89.3% |
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