+1,267.1%
TXN vs VGT
+2,276.4%
-1,009.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.2% |
| 7D | +2.7% | +1.5% | +1.2% | +1.2% |
| 30D | -6.7% | +0.5% | -7.3% | -7.2% |
| 3M | -8.9% | +5.3% | -14.2% | -12.8% |
| 6M | +34.7% | +32.4% | +2.3% | +3.1% |
| YTD | +53.3% | +28.6% | +24.7% | +20.0% |
| 1Y | +45.0% | +37.6% | +7.4% | +5.7% |
| 3Y | +73.1% | +125.5% | -52.4% | -23.2% |
| 5Y | +59.9% | +135.2% | -75.3% | -33.4% |
| 10Y | +415.7% | +812.9% | -397.2% | -45.5% |
| All | +1,267.1% | +2,276.4% | -1,009.4% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling