+56.4%
TXN vs WFC
+124.5%
-68.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | -8.0% | +2.3% | -10.3% | -8.9% |
| 3M | -7.8% | +9.8% | -17.5% | -11.4% |
| 6M | +32.4% | +15.6% | +16.9% | +24.1% |
| YTD | +51.7% | -2.4% | +54.1% | +51.7% |
| 1Y | +44.3% | +13.8% | +30.5% | +34.9% |
| 3Y | +71.3% | +134.6% | -63.4% | +18.0% |
| 5Y | +56.4% | +127.9% | -71.5% | +6.3% |
| All | +56.4% | +124.5% | -68.1% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling