+2,926.4%
V vs TXN
+1,318.6%
+1,607.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.7% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +2.0% | -6.9% | +8.9% | +4.8% |
| 3M | +17.4% | -14.9% | +32.3% | +23.0% |
| 6M | +17.5% | +29.0% | -11.5% | +0.1% |
| YTD | +7.6% | +51.5% | -43.9% | -15.5% |
| 1Y | +7.7% | +41.6% | -33.8% | -13.3% |
| 3Y | +54.7% | +65.8% | -11.2% | +8.4% |
| 5Y | +73.0% | +56.8% | +16.2% | +22.2% |
| 10Y | +390.9% | +387.5% | +3.4% | +87.0% |
| All | +2,926.4% | +1,318.6% | +1,607.9% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling