+247.9%
SOXX vs TXN
+60.4%
+187.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -2.0% | -1.4% |
| 7D | +1.4% | +4.0% | -2.6% | -2.0% |
| 30D | -3.6% | -2.9% | -0.7% | -1.2% |
| 3M | -10.2% | -9.1% | -1.1% | -2.1% |
| 6M | +54.2% | +36.6% | +17.6% | +16.3% |
| YTD | +75.2% | +57.5% | +17.7% | +14.6% |
| 1Y | +107.5% | +49.5% | +58.0% | +41.6% |
| 3Y | +226.8% | +76.5% | +150.2% | +75.7% |
| All | +247.9% | +60.4% | +187.4% | +106.1% |
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