+24,087.1%
TXN vs WFC
+8,343.6%
+15,743.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.9% |
| 7D | +9.5% | +2.5% | +6.9% | +8.6% |
| 30D | +8.7% | +7.0% | +1.7% | +6.5% |
| 3M | +11.6% | -1.8% | +13.3% | +12.1% |
| 6M | +0.1% | +18.4% | -18.3% | -5.5% |
| YTD | +78.8% | -5.6% | +84.4% | +80.5% |
| 1Y | +91.2% | +3.9% | +87.3% | +87.3% |
| 3Y | +125.8% | +126.3% | -0.5% | +71.3% |
| 5Y | +83.8% | +91.1% | -7.3% | +44.5% |
| 10Y | +469.9% | +118.5% | +351.3% | +307.8% |
| All | +24,087.1% | +8,343.6% | +15,743.6% | +3,609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling