+419.8%
TXN vs WPM
+558.4%
-138.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.5% |
| 7D | +4.0% | -0.6% | +4.5% | +4.1% |
| 30D | -2.9% | +14.4% | -17.3% | -5.0% |
| 3M | -9.1% | +37.0% | -46.1% | -13.5% |
| 6M | +36.6% | +4.1% | +32.5% | +34.6% |
| YTD | +57.5% | +31.7% | +25.8% | +50.0% |
| 1Y | +49.5% | +44.2% | +5.4% | +40.3% |
| 3Y | +76.5% | +265.5% | -188.9% | +43.8% |
| 5Y | +62.4% | +262.5% | -200.1% | +30.5% |
| All | +419.8% | +558.4% | -138.6% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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