+76.5%
TXN vs WSM
+230.1%
-153.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.5% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | -2.9% | -7.7% | +4.9% | -0.9% |
| 3M | -9.1% | +3.8% | -12.9% | -10.1% |
| 6M | +36.6% | +22.7% | +14.0% | +29.1% |
| YTD | +57.5% | +28.0% | +29.5% | +46.7% |
| 1Y | +49.5% | +12.7% | +36.8% | +43.5% |
| 3Y | +76.5% | +231.3% | -154.7% | +31.2% |
| All | +76.5% | +230.1% | -153.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling