+59.6%
TXN vs SCCO
+303.5%
-243.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.2% | +3.9% |
| 7D | +4.0% | -2.7% | +6.6% | +4.7% |
| 30D | -2.9% | -0.7% | -2.1% | -3.1% |
| 3M | -9.1% | +8.1% | -17.2% | -11.9% |
| 6M | +36.6% | +4.1% | +32.5% | +33.0% |
| YTD | +57.5% | +41.1% | +16.4% | +36.6% |
| 1Y | +49.5% | +95.6% | -46.0% | +15.5% |
| 3Y | +76.5% | +179.3% | -102.7% | +16.7% |
| All | +59.6% | +303.5% | -243.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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