+393.3%
TXN vs WM
+305.2%
+88.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.6% |
| 30D | -9.5% | -4.3% | -5.1% | -7.6% |
| 3M | -10.5% | +0.8% | -11.3% | -12.1% |
| 6M | +35.4% | -10.8% | +46.1% | +41.6% |
| YTD | +51.8% | -0.1% | +51.8% | +48.9% |
| 1Y | +42.9% | +1.0% | +41.9% | +39.0% |
| 3Y | +71.3% | +45.1% | +26.3% | +30.4% |
| 5Y | +58.0% | +52.1% | +5.9% | +14.6% |
| 10Y | +393.3% | +302.9% | +90.3% | +92.6% |
| All | +393.3% | +305.2% | +88.0% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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