+1,953.2%
TXN vs VNQ
+386.3%
+1,567.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +4.0% | -1.3% | +5.2% | +4.6% |
| 30D | -2.9% | -2.6% | -0.3% | -1.7% |
| 3M | -9.1% | -2.0% | -7.1% | -8.6% |
| 6M | +36.6% | +4.3% | +32.3% | +33.3% |
| YTD | +57.5% | +9.2% | +48.3% | +50.0% |
| 1Y | +49.5% | +5.6% | +43.9% | +44.9% |
| 3Y | +76.5% | +30.8% | +45.7% | +54.4% |
| 5Y | +62.4% | +8.0% | +54.4% | +55.4% |
| 10Y | +429.7% | +63.7% | +366.0% | +314.6% |
| All | +1,953.2% | +386.3% | +1,567.0% | +713.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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