+1,188.5%
WDC vs TXN
+432.6%
+756.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -6.1% |
| 7D | -4.3% | +4.0% | -8.3% | -7.5% |
| 30D | -1.5% | -2.9% | +1.4% | +0.9% |
| 3M | -15.5% | -9.1% | -6.4% | -7.4% |
| 6M | +66.5% | +36.6% | +29.8% | +29.5% |
| YTD | +159.9% | +57.5% | +102.4% | +82.5% |
| 1Y | +366.0% | +49.5% | +316.4% | +236.1% |
| 3Y | +1,285.8% | +76.5% | +1,209.3% | +703.6% |
| 5Y | +925.6% | +62.4% | +863.2% | +534.4% |
| All | +1,188.5% | +432.6% | +756.0% | +173.7% |
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