+77.7%
SPY vs TXN
+125.3%
-47.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.3% |
| 7D | +2.6% | +9.5% | -6.9% | +0.4% |
| 30D | -2.0% | +8.7% | -10.7% | -4.0% |
| 3M | -2.8% | +11.6% | -14.4% | -5.5% |
| 6M | +2.1% | +0.1% | +2.0% | +1.1% |
| YTD | +11.5% | +78.8% | -67.3% | -6.7% |
| 1Y | +13.5% | +91.2% | -77.8% | -7.1% |
| 3Y | +77.7% | +125.8% | -48.1% | +33.7% |
| All | +77.7% | +125.3% | -47.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling