+21,996.7%
TXN vs WM
+28,547.2%
-6,550.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -7.8% | +1.2% | -9.0% | -8.1% |
| 30D | -3.6% | +13.1% | -16.6% | -6.4% |
| 3M | +0.1% | +3.6% | -3.5% | -1.0% |
| 6M | -3.2% | +8.1% | -11.3% | -5.7% |
| YTD | +63.4% | +8.9% | +54.4% | +58.8% |
| 1Y | +75.6% | +20.3% | +55.3% | +66.8% |
| 3Y | +104.0% | +46.2% | +57.9% | +84.4% |
| 5Y | +65.0% | +59.9% | +5.1% | +45.7% |
| 10Y | +437.9% | +345.6% | +92.4% | +284.7% |
| All | +21,996.7% | +28,547.2% | -6,550.6% | +12,529.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling