+59.6%
TXN vs SFM
+213.6%
-154.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +4.0% | -10.6% | +14.6% | +5.0% |
| 30D | -2.9% | -15.5% | +12.6% | -1.5% |
| 3M | -9.1% | -17.4% | +8.3% | -7.8% |
| 6M | +36.6% | -3.4% | +40.1% | +35.7% |
| YTD | +57.5% | -8.7% | +66.2% | +57.1% |
| 1Y | +49.5% | -47.2% | +96.7% | +60.6% |
| 3Y | +76.5% | +82.7% | -6.2% | +56.9% |
| All | +59.6% | +213.6% | -154.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling