+261.6%
TXN vs SE
+553.8%
-292.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.2% | +4.0% |
| 7D | +4.0% | -5.2% | +9.2% | +4.9% |
| 30D | -2.9% | -17.1% | +14.2% | +0.2% |
| 3M | -9.1% | +24.0% | -33.1% | -13.0% |
| 6M | +36.6% | +21.0% | +15.7% | +30.4% |
| YTD | +57.5% | -16.7% | +74.2% | +59.7% |
| 1Y | +49.5% | -45.9% | +95.5% | +63.3% |
| 3Y | +76.5% | +177.8% | -101.3% | +39.6% |
| 5Y | +62.4% | -67.4% | +129.7% | +75.5% |
| All | +261.6% | +553.8% | -292.2% | +103.7% |
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