+56.4%
TXN vs VUG
+74.2%
-17.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | +2.0% | -1.9% | +3.8% | +3.7% |
| 30D | -8.0% | -1.6% | -6.4% | -6.7% |
| 3M | -7.8% | +4.4% | -12.1% | -10.8% |
| 6M | +32.4% | +13.2% | +19.2% | +19.4% |
| YTD | +51.7% | +7.5% | +44.2% | +42.5% |
| 1Y | +44.3% | +12.5% | +31.8% | +30.1% |
| 3Y | +71.3% | +86.0% | -14.7% | -0.1% |
| 5Y | +56.4% | +76.5% | -20.1% | -5.2% |
| All | +56.4% | +74.2% | -17.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling