+57.2%
TXN vs WM
+52.1%
+5.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -6.9% | -2.4% | -4.6% | -6.4% |
| 3M | -14.9% | +0.4% | -15.4% | -15.9% |
| 6M | +29.0% | -9.5% | +38.5% | +32.1% |
| YTD | +51.5% | +0.5% | +51.0% | +49.3% |
| 1Y | +41.6% | -1.1% | +42.7% | +40.1% |
| 3Y | +65.8% | +46.0% | +19.8% | +37.4% |
| All | +57.2% | +52.1% | +5.0% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling