+67.7%
V vs TXN
+58.9%
+8.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.6% |
| 7D | -2.9% | +2.7% | -5.6% | -3.5% |
| 30D | +1.9% | -6.7% | +8.6% | +3.3% |
| 3M | +13.2% | -8.9% | +22.1% | +14.3% |
| 6M | +16.7% | +34.7% | -18.0% | +4.0% |
| YTD | +5.4% | +53.3% | -47.9% | -10.2% |
| 1Y | +7.7% | +45.0% | -37.4% | -6.9% |
| 3Y | +52.0% | +73.1% | -21.1% | +15.8% |
| 5Y | +67.7% | +59.9% | +7.8% | +29.9% |
| All | +67.7% | +58.9% | +8.8% | +29.9% |
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