+41.6%
TXN vs VUG
+15.8%
+25.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.2% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | -6.9% | -0.3% | -6.6% | -6.7% |
| 3M | -14.9% | -0.7% | -14.2% | -14.8% |
| 6M | +29.0% | +14.6% | +14.4% | +18.2% |
| YTD | +51.5% | +9.0% | +42.4% | +42.5% |
| 1Y | +41.6% | +14.9% | +26.7% | +37.1% |
| All | +41.6% | +15.8% | +25.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling