+419.8%
TXN vs W
+158.6%
+261.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.6% |
| 7D | +4.0% | -0.9% | +4.8% | +4.1% |
| 30D | -2.9% | -4.2% | +1.4% | -2.3% |
| 3M | -9.1% | +26.9% | -36.0% | -13.1% |
| 6M | +36.6% | +31.2% | +5.4% | +28.9% |
| YTD | +57.5% | -1.8% | +59.3% | +54.1% |
| 1Y | +49.5% | +9.3% | +40.2% | +42.5% |
| 3Y | +76.5% | +33.2% | +43.3% | +52.6% |
| 5Y | +62.4% | -62.4% | +124.8% | +50.4% |
| All | +419.8% | +158.6% | +261.2% | +240.4% |
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