+76.5%
TXN vs VGT
+123.9%
-47.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.8% |
| 7D | +4.0% | -0.2% | +4.1% | +4.1% |
| 30D | -2.9% | -0.4% | -2.4% | -2.5% |
| 3M | -9.1% | +4.4% | -13.5% | -11.7% |
| 6M | +36.6% | +32.1% | +4.6% | +10.1% |
| YTD | +57.5% | +28.8% | +28.7% | +29.0% |
| 1Y | +49.5% | +35.3% | +14.2% | +16.9% |
| 3Y | +76.5% | +124.8% | -48.2% | -12.8% |
| All | +76.5% | +123.9% | -47.4% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 3y: compounded portfolio wealth divided by compounded VGT 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…
3y analysis · Full analysis span regression · 6 months rolling