+1,253.1%
TXN vs VUG
+1,246.8%
+6.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +2.2% | +0.9% | +1.3% | +1.3% |
| 30D | -9.5% | -1.4% | -8.1% | -8.2% |
| 3M | -10.5% | +2.3% | -12.9% | -12.2% |
| 6M | +35.4% | +15.7% | +19.7% | +17.1% |
| YTD | +51.8% | +8.6% | +43.1% | +39.3% |
| 1Y | +42.9% | +14.1% | +28.9% | +24.6% |
| 3Y | +71.3% | +87.9% | -16.6% | -10.8% |
| 5Y | +58.0% | +76.3% | -18.3% | -13.8% |
| 10Y | +393.3% | +409.7% | -16.4% | -10.3% |
| All | +1,253.1% | +1,246.8% | +6.4% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling