+71.9%
TXN vs SFM
+83.0%
-11.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.2% |
| 7D | +2.7% | -7.2% | +9.8% | +3.0% |
| 30D | -6.7% | -14.3% | +7.6% | -6.1% |
| 3M | -8.9% | -13.7% | +4.8% | -8.5% |
| 6M | +34.7% | -6.0% | +40.7% | +34.2% |
| YTD | +53.3% | -8.2% | +61.6% | +53.0% |
| 1Y | +45.0% | -46.2% | +91.3% | +55.8% |
| All | +71.9% | +83.0% | -11.1% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling