+419.8%
TXN vs VUG
+424.7%
-5.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +2.9% |
| 7D | +4.0% | -0.5% | +4.5% | +4.5% |
| 30D | -2.9% | -1.0% | -1.9% | -1.9% |
| 3M | -9.1% | +3.5% | -12.6% | -11.8% |
| 6M | +36.6% | +14.2% | +22.4% | +20.2% |
| YTD | +57.5% | +8.5% | +49.0% | +45.2% |
| 1Y | +49.5% | +12.9% | +36.7% | +32.2% |
| 3Y | +76.5% | +85.6% | -9.1% | -5.8% |
| 5Y | +62.4% | +78.1% | -15.7% | -10.4% |
| All | +419.8% | +424.7% | -5.0% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling