+20,639.1%
TXN vs WY
+673.4%
+19,965.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | -6.7% | -9.9% | +3.1% | -3.0% |
| 3M | -8.9% | -7.5% | -1.4% | -6.7% |
| 6M | +34.7% | -5.1% | +39.8% | +36.4% |
| YTD | +53.3% | -2.1% | +55.4% | +53.0% |
| 1Y | +45.0% | -7.3% | +52.4% | +47.6% |
| 3Y | +73.1% | -22.6% | +95.8% | +87.6% |
| 5Y | +59.9% | -19.8% | +79.7% | +69.5% |
| 10Y | +415.7% | +9.6% | +406.1% | +350.1% |
| All | +20,639.1% | +673.4% | +19,965.7% | +7,461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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