+125.8%
TXN vs VO
+66.5%
+59.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | +9.5% | +3.1% | +6.4% | +4.8% |
| 30D | +8.7% | +2.2% | +6.5% | +5.9% |
| 3M | +11.6% | -2.5% | +14.1% | +16.3% |
| 6M | +0.1% | +7.0% | -6.9% | -7.9% |
| YTD | +78.8% | +14.0% | +64.8% | +51.0% |
| 1Y | +91.2% | +15.6% | +75.6% | +58.4% |
| 3Y | +125.8% | +66.2% | +59.7% | +20.8% |
| All | +125.8% | +66.5% | +59.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling