+46.2%
TXN vs VG
-39.3%
+85.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | -6.9% | +16.0% | -23.0% | -7.9% |
| 3M | -14.9% | +9.7% | -24.7% | -15.8% |
| 6M | +29.0% | +29.6% | -0.6% | +23.7% |
| YTD | +51.5% | +112.0% | -60.5% | +35.5% |
| 1Y | +41.6% | +12.8% | +28.8% | +36.0% |
| All | +46.2% | -39.3% | +85.6% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling