+59.9%
TXN vs SE
-66.7%
+126.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.6% |
| 7D | +2.7% | -3.6% | +6.3% | +3.2% |
| 30D | -6.7% | -5.3% | -1.4% | -6.3% |
| 3M | -8.9% | +28.1% | -37.0% | -12.5% |
| 6M | +34.7% | +20.7% | +14.0% | +29.8% |
| YTD | +53.3% | -14.8% | +68.1% | +54.8% |
| 1Y | +45.0% | -43.6% | +88.6% | +55.2% |
| 3Y | +73.1% | +184.2% | -111.1% | +44.7% |
| 5Y | +59.9% | -66.3% | +126.2% | +60.1% |
| All | +59.9% | -66.7% | +126.6% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling