+379.1%
V vs TXN
+432.6%
-53.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.5% |
| 7D | -1.2% | +4.0% | -5.2% | -2.6% |
| 30D | +3.1% | -2.9% | +5.9% | +3.9% |
| 3M | +16.3% | -9.1% | +25.4% | +18.5% |
| 6M | +20.4% | +36.6% | -16.3% | +1.5% |
| YTD | +6.3% | +57.5% | -51.2% | -16.4% |
| 1Y | +8.7% | +49.5% | -40.8% | -13.0% |
| 3Y | +53.3% | +76.5% | -23.2% | +6.0% |
| 5Y | +71.1% | +62.4% | +8.7% | +20.8% |
| All | +379.1% | +432.6% | -53.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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