+1,285.9%
TXN vs VYM
+484.2%
+801.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.5% |
| 7D | +2.0% | -1.9% | +3.8% | +4.0% |
| 30D | -8.0% | -2.6% | -5.4% | -5.4% |
| 3M | -7.8% | +3.6% | -11.3% | -11.1% |
| 6M | +32.4% | +8.7% | +23.7% | +22.0% |
| YTD | +51.7% | +14.1% | +37.6% | +32.8% |
| 1Y | +44.3% | +17.8% | +26.5% | +22.4% |
| 3Y | +71.3% | +64.5% | +6.8% | +4.7% |
| 5Y | +56.4% | +77.5% | -21.1% | -10.7% |
| 10Y | +410.2% | +206.1% | +204.1% | +73.7% |
| All | +1,285.9% | +484.2% | +801.7% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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