+1,188.3%
TXN vs SBAC
+2,199.0%
-1,010.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -9.5% | +3.2% | -12.7% | -10.0% |
| 3M | -10.5% | -5.1% | -5.5% | -10.1% |
| 6M | +35.4% | -2.1% | +37.5% | +34.6% |
| YTD | +51.8% | -0.5% | +52.3% | +50.2% |
| 1Y | +42.9% | +1.1% | +41.8% | +41.0% |
| 3Y | +71.3% | -7.4% | +78.8% | +69.6% |
| 5Y | +58.0% | -44.3% | +102.3% | +69.7% |
| 10Y | +393.3% | +77.6% | +315.7% | +331.7% |
| All | +1,188.3% | +2,199.0% | -1,010.7% | +528.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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