+71.9%
TXN vs VUG
+85.5%
-13.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | -6.7% | -1.7% | -5.0% | -5.3% |
| 3M | -8.9% | +2.8% | -11.7% | -10.8% |
| 6M | +34.7% | +13.6% | +21.1% | +20.4% |
| YTD | +53.3% | +8.1% | +45.2% | +43.1% |
| 1Y | +45.0% | +13.1% | +32.0% | +29.3% |
| All | +71.9% | +85.5% | -13.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling