+419.8%
TXN vs Z
-2.5%
+422.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +3.1% |
| 7D | +4.0% | -6.0% | +10.0% | +5.2% |
| 30D | -2.9% | -2.3% | -0.6% | -2.8% |
| 3M | -9.1% | -0.6% | -8.5% | -9.9% |
| 6M | +36.6% | -27.6% | +64.2% | +43.4% |
| YTD | +57.5% | -52.4% | +109.8% | +78.7% |
| 1Y | +49.5% | -63.6% | +113.1% | +78.9% |
| 3Y | +76.5% | -36.4% | +112.9% | +81.6% |
| 5Y | +62.4% | -64.6% | +127.0% | +76.5% |
| All | +419.8% | -2.5% | +422.3% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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