+428.1%
WMT vs TXN
+432.6%
-4.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.7% |
| 7D | 0.0% | +4.0% | -4.0% | -0.7% |
| 30D | -7.4% | -2.9% | -4.6% | -7.0% |
| 3M | -10.9% | -9.1% | -1.8% | -10.0% |
| 6M | -12.7% | +36.6% | -49.3% | -19.3% |
| YTD | -3.2% | +57.5% | -60.7% | -13.4% |
| 1Y | +5.3% | +49.5% | -44.3% | -5.0% |
| 3Y | +101.9% | +76.5% | +25.3% | +69.6% |
| 5Y | +134.6% | +62.4% | +72.2% | +97.7% |
| All | +428.1% | +432.6% | -4.5% | +225.2% |
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