+419.8%
TXN vs WAB
+296.8%
+123.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +3.3% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -2.9% | -4.1% | +1.2% | -1.0% |
| 3M | -9.1% | +8.2% | -17.3% | -12.5% |
| 6M | +36.6% | +15.4% | +21.2% | +28.1% |
| YTD | +57.5% | +33.1% | +24.3% | +38.6% |
| 1Y | +49.5% | +48.1% | +1.5% | +25.4% |
| 3Y | +76.5% | +167.7% | -91.2% | +15.3% |
| 5Y | +62.4% | +225.7% | -163.3% | -2.1% |
| All | +419.8% | +296.8% | +123.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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