+1,135.3%
TXN vs VIG
+614.0%
+521.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.6% |
| 7D | +2.7% | -1.2% | +3.8% | +4.0% |
| 30D | -6.7% | -2.8% | -3.9% | -3.7% |
| 3M | -8.9% | +2.5% | -11.4% | -11.4% |
| 6M | +34.7% | +8.1% | +26.6% | +23.6% |
| YTD | +53.3% | +9.6% | +43.8% | +38.6% |
| 1Y | +45.0% | +14.2% | +30.9% | +25.2% |
| 3Y | +73.1% | +56.1% | +17.0% | +6.7% |
| 5Y | +59.9% | +62.8% | -2.9% | -4.9% |
| 10Y | +415.7% | +248.2% | +167.5% | +38.9% |
| All | +1,135.3% | +614.0% | +521.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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