+7,160.8%
TXN vs SCCO
+35,790.2%
-28,629.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.7% | +2.4% | +0.2% | +1.9% |
| 30D | -6.7% | +6.4% | -13.1% | -8.7% |
| 3M | -8.9% | +21.6% | -30.5% | -14.2% |
| 6M | +34.7% | +13.4% | +21.3% | +28.5% |
| YTD | +53.3% | +52.6% | +0.7% | +32.7% |
| 1Y | +45.0% | +122.4% | -77.3% | +11.8% |
| 3Y | +73.1% | +208.5% | -135.3% | +18.6% |
| 5Y | +59.9% | +353.9% | -294.0% | -4.5% |
| 10Y | +415.7% | +1,187.3% | -771.6% | +121.3% |
| All | +7,160.8% | +35,790.2% | -28,629.5% | +1,100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling