+108.3%
V vs TXN
+82.7%
+25.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.9% |
| 7D | +0.9% | +9.5% | -8.5% | -1.0% |
| 30D | +9.0% | +8.7% | +0.3% | +6.9% |
| 3M | +16.7% | +11.6% | +5.1% | +13.6% |
| 6M | +33.4% | +0.1% | +33.3% | +31.5% |
| YTD | +22.4% | +78.8% | -56.5% | +1.2% |
| 1Y | +27.7% | +91.2% | -63.5% | +3.4% |
| 3Y | +78.0% | +125.8% | -47.8% | +25.4% |
| All | +108.3% | +82.7% | +25.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling