+419.8%
TXN vs VO
+200.3%
+219.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.9% |
| 7D | +4.0% | -1.5% | +5.5% | +5.8% |
| 30D | -2.9% | -3.0% | +0.2% | +0.6% |
| 3M | -9.1% | +2.8% | -11.9% | -11.6% |
| 6M | +36.6% | +10.9% | +25.7% | +22.8% |
| YTD | +57.5% | +12.5% | +45.0% | +39.3% |
| 1Y | +49.5% | +12.0% | +37.6% | +33.1% |
| 3Y | +76.5% | +56.3% | +20.3% | +11.1% |
| 5Y | +62.4% | +42.9% | +19.4% | +12.3% |
| All | +419.8% | +200.3% | +219.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling