+468.5%
TXN vs W
+212.4%
+256.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +8.7% | +6.8% | +1.9% | +7.5% |
| 3M | +11.6% | +10.7% | +0.9% | +9.6% |
| 6M | +0.1% | +86.3% | -86.2% | -10.0% |
| YTD | +78.8% | +11.5% | +67.3% | +71.3% |
| 1Y | +91.2% | +5.1% | +86.1% | +84.3% |
| 3Y | +125.8% | +171.0% | -45.2% | +76.8% |
| 5Y | +83.8% | -56.6% | +140.4% | +66.6% |
| All | +468.5% | +212.4% | +256.1% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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