+400.7%
TXN vs SFM
+268.6%
+132.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | +2.0% | -8.8% | +10.7% | +3.0% |
| 30D | -8.0% | -14.5% | +6.5% | -6.5% |
| 3M | -7.8% | -16.8% | +9.1% | -6.2% |
| 6M | +32.4% | -5.3% | +37.8% | +31.9% |
| YTD | +51.7% | -9.4% | +61.1% | +51.5% |
| 1Y | +44.3% | -46.2% | +90.5% | +54.3% |
| 3Y | +71.3% | +81.3% | -10.0% | +51.7% |
| 5Y | +56.4% | +211.9% | -155.5% | +25.7% |
| All | +400.7% | +268.6% | +132.1% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling