+485.1%
TXN vs WM
+331.3%
+153.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +12.3% | +1.2% | +11.2% | +11.7% |
| 30D | +9.1% | +15.2% | -6.2% | +1.5% |
| 3M | +13.5% | +8.3% | +5.2% | +8.6% |
| 6M | +6.9% | +13.1% | -6.2% | -1.3% |
| YTD | +84.0% | +12.5% | +71.5% | +69.7% |
| 1Y | +95.8% | +21.8% | +74.0% | +72.5% |
| 3Y | +130.3% | +48.8% | +81.6% | +75.4% |
| 5Y | +89.2% | +62.1% | +27.1% | +34.1% |
| All | +485.1% | +331.3% | +153.9% | +119.3% |
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