+419.8%
TXN vs WAT
+170.9%
+248.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | +4.0% | -0.3% | +4.2% | +4.1% |
| 30D | -2.9% | -1.9% | -1.0% | -2.2% |
| 3M | -9.1% | +13.5% | -22.6% | -13.7% |
| 6M | +36.6% | +37.2% | -0.6% | +17.8% |
| YTD | +57.5% | +7.5% | +50.0% | +49.6% |
| 1Y | +49.5% | +35.0% | +14.5% | +27.6% |
| 3Y | +76.5% | +55.1% | +21.5% | +34.6% |
| 5Y | +62.4% | -2.8% | +65.2% | +51.9% |
| All | +419.8% | +170.9% | +248.8% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling