+56.4%
TXN vs SAN
+379.7%
-323.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +2.0% | -2.8% | +4.8% | +2.8% |
| 30D | -8.0% | -0.5% | -7.4% | -7.9% |
| 3M | -7.8% | +22.7% | -30.5% | -13.3% |
| 6M | +32.4% | +28.8% | +3.6% | +22.2% |
| YTD | +51.7% | +26.3% | +25.4% | +39.9% |
| 1Y | +44.3% | +48.8% | -4.6% | +26.3% |
| 3Y | +71.3% | +347.2% | -275.9% | +4.3% |
| 5Y | +56.4% | +383.8% | -327.3% | -12.3% |
| All | +56.4% | +379.7% | -323.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling