+125.8%
TXN vs SAN
+247.1%
-121.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | +9.5% | +4.0% | +5.5% | +8.3% |
| 30D | +8.7% | -7.8% | +16.5% | +11.0% |
| 3M | +11.6% | -16.4% | +27.9% | +16.9% |
| 6M | +0.1% | +3.5% | -3.4% | -1.3% |
| YTD | +78.8% | +6.7% | +72.1% | +72.6% |
| 1Y | +91.2% | +14.5% | +76.7% | +80.6% |
| 3Y | +125.8% | +243.5% | -117.7% | +49.9% |
| All | +125.8% | +247.1% | -121.3% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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