+2,550.6%
SOXX vs TXN
+1,247.7%
+1,302.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -2.0% | -1.2% |
| 7D | +1.4% | +4.0% | -2.6% | -1.8% |
| 30D | -3.6% | -2.9% | -0.7% | -1.3% |
| 3M | -10.2% | -9.1% | -1.1% | -2.5% |
| 6M | +54.2% | +36.6% | +17.6% | +18.3% |
| YTD | +75.2% | +57.5% | +17.7% | +18.5% |
| 1Y | +107.5% | +49.5% | +58.0% | +45.8% |
| 3Y | +226.8% | +76.5% | +150.2% | +95.6% |
| 5Y | +251.2% | +62.4% | +188.8% | +131.2% |
| 10Y | +1,567.6% | +429.7% | +1,138.0% | +339.2% |
| All | +2,550.6% | +1,247.7% | +1,302.9% | +191.6% |
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