+3,076.5%
SPY vs TXN
+13,753.3%
-10,676.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | +2.2% | -1.7% | -0.1% |
| 30D | -0.9% | -9.5% | +8.5% | +1.7% |
| 3M | +3.9% | -10.5% | +14.4% | +6.4% |
| 6M | +14.5% | +35.4% | -20.8% | +3.7% |
| YTD | +12.9% | +51.8% | -38.8% | -1.4% |
| 1Y | +19.4% | +42.9% | -23.6% | +5.7% |
| 3Y | +78.5% | +71.3% | +7.1% | +47.3% |
| 5Y | +81.8% | +58.0% | +23.7% | +52.6% |
| 10Y | +311.5% | +393.3% | -81.7% | +154.6% |
| All | +3,076.5% | +13,753.3% | -10,676.8% | +791.1% |
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 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