+84.6%
TXN vs WAT
+28.6%
+56.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +8.7% | +5.4% | +3.3% | +7.1% |
| 3M | +11.6% | +11.3% | +0.3% | +7.8% |
| 6M | +0.1% | +37.4% | -37.3% | -9.7% |
| YTD | +78.8% | +21.2% | +57.6% | +66.0% |
| 1Y | +91.2% | +21.3% | +69.9% | +77.3% |
| 3Y | +125.8% | +83.4% | +42.4% | +72.3% |
| All | +84.6% | +28.6% | +56.0% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling