+20.0%
SPY vs TXN
+44.3%
-24.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | -6.9% | +7.0% | +1.0% |
| 3M | +2.0% | -14.9% | +16.9% | +3.8% |
| 6M | +13.0% | +29.0% | -16.0% | +8.2% |
| YTD | +13.5% | +51.5% | -37.9% | +5.7% |
| 1Y | +20.0% | +41.6% | -21.6% | +11.5% |
| All | +20.0% | +44.3% | -24.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling