+419.8%
TXN vs XYZ
+610.4%
-190.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -4.3% | +8.3% | +5.0% |
| 30D | -2.9% | +1.2% | -4.0% | -3.3% |
| 3M | -9.1% | +14.6% | -23.7% | -12.4% |
| 6M | +36.6% | +22.6% | +14.1% | +28.9% |
| YTD | +57.5% | +21.7% | +35.8% | +47.3% |
| 1Y | +49.5% | +6.7% | +42.8% | +43.6% |
| 3Y | +76.5% | +46.8% | +29.7% | +47.8% |
| 5Y | +62.4% | -68.0% | +130.4% | +81.6% |
| All | +419.8% | +610.4% | -190.6% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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