+663.8%
TXN vs W
+176.2%
+487.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.5% |
| 7D | -0.1% | -4.2% | +4.1% | +0.5% |
| 30D | -6.9% | -7.6% | +0.6% | -6.0% |
| 3M | -14.9% | +37.2% | -52.1% | -19.3% |
| 6M | +29.0% | +26.3% | +2.7% | +22.9% |
| YTD | +51.5% | -1.0% | +52.4% | +48.3% |
| 1Y | +41.6% | +20.1% | +21.5% | +33.6% |
| 3Y | +65.8% | +37.8% | +28.0% | +44.6% |
| 5Y | +56.8% | -63.7% | +120.5% | +45.8% |
| 10Y | +387.5% | +156.3% | +231.1% | +233.1% |
| All | +663.8% | +176.2% | +487.6% | +415.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling