+419.8%
TXN vs VRSK
+126.1%
+293.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +4.0% | -5.2% | +9.1% | +6.1% |
| 30D | -2.9% | -2.3% | -0.5% | -2.4% |
| 3M | -9.1% | -2.9% | -6.2% | -9.9% |
| 6M | +36.6% | -12.8% | +49.4% | +40.7% |
| YTD | +57.5% | -20.8% | +78.3% | +69.0% |
| 1Y | +49.5% | -33.2% | +82.7% | +75.1% |
| 3Y | +76.5% | -26.6% | +103.1% | +88.8% |
| 5Y | +62.4% | -11.3% | +73.7% | +50.6% |
| All | +419.8% | +126.1% | +293.7% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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