+5,827.5%
TXN vs WAT
+10,644.3%
-4,816.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | -9.5% | -1.0% | -8.5% | -9.3% |
| 3M | -10.5% | +10.9% | -21.4% | -13.4% |
| 6M | +35.4% | +33.2% | +2.2% | +22.7% |
| YTD | +51.8% | +6.1% | +45.7% | +46.6% |
| 1Y | +42.9% | +30.2% | +12.7% | +29.2% |
| 3Y | +71.3% | +52.9% | +18.5% | +44.3% |
| 5Y | +58.0% | -5.1% | +63.1% | +51.3% |
| 10Y | +393.3% | +152.6% | +240.6% | +250.9% |
| All | +5,827.5% | +10,644.3% | -4,816.7% | +2,042.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling