+310.5%
TXN vs SE
+363.8%
-53.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | +9.5% | -0.5% | +9.9% | +9.5% |
| 30D | +8.7% | -20.9% | +29.6% | +13.0% |
| 3M | +11.6% | -38.9% | +50.5% | +21.0% |
| 6M | +0.1% | -19.4% | +19.5% | +2.7% |
| YTD | +78.8% | -40.9% | +119.7% | +91.9% |
| 1Y | +91.2% | -46.2% | +137.4% | +108.3% |
| 3Y | +125.8% | +63.7% | +62.1% | +96.0% |
| 5Y | +83.8% | -77.9% | +161.7% | +112.9% |
| All | +310.5% | +363.8% | -53.2% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling