+99.7%
TXN vs SFM
-35.8%
+135.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | +0.1% |
| 7D | +1.0% | -12.3% | +13.3% | 0.0% |
| 30D | +6.1% | -16.2% | +22.3% | +4.4% |
| 3M | +10.4% | -36.8% | +47.2% | +4.8% |
| 6M | +12.6% | -32.6% | +45.2% | +8.7% |
| YTD | +83.5% | -31.7% | +115.2% | +78.8% |
| 1Y | +99.7% | -35.0% | +134.7% | +95.6% |
| All | +99.7% | -35.8% | +135.5% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling