+3,036.2%
SPY vs TXN
+16,223.1%
-13,186.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.5% | +0.4% |
| 7D | +2.6% | +9.5% | -6.9% | +0.1% |
| 30D | -2.0% | +8.7% | -10.7% | -4.4% |
| 3M | -2.8% | +11.6% | -14.4% | -6.0% |
| 6M | +2.1% | +0.1% | +2.0% | +0.9% |
| YTD | +11.5% | +78.8% | -67.3% | -7.2% |
| 1Y | +13.5% | +91.2% | -77.8% | -7.4% |
| 3Y | +77.7% | +125.8% | -48.1% | +35.6% |
| 5Y | +72.6% | +83.8% | -11.2% | +38.7% |
| 10Y | +308.2% | +469.9% | -161.7% | +141.9% |
| All | +3,036.2% | +16,223.1% | -13,186.9% | +738.8% |
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