+20,427.4%
TXN vs WFC
+8,480.1%
+11,947.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | -9.5% | +0.8% | -10.3% | -9.8% |
| 3M | -10.5% | +9.3% | -19.8% | -13.3% |
| 6M | +35.4% | +10.6% | +24.7% | +30.4% |
| YTD | +51.8% | -4.1% | +55.8% | +52.5% |
| 1Y | +42.9% | +13.6% | +29.4% | +35.9% |
| 3Y | +71.3% | +130.7% | -59.4% | +29.1% |
| 5Y | +58.0% | +126.7% | -68.7% | +17.7% |
| 10Y | +393.3% | +132.1% | +261.1% | +246.1% |
| All | +20,427.4% | +8,480.1% | +11,947.3% | +3,033.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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