+823.3%
TXN vs SFM
+132.6%
+690.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.5% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -6.9% | -4.4% | -2.6% | -6.6% |
| 3M | -14.9% | +1.5% | -16.5% | -15.5% |
| 6M | +29.0% | +6.5% | +22.5% | +26.7% |
| YTD | +51.5% | +2.2% | +49.3% | +49.2% |
| 1Y | +41.6% | -41.9% | +83.4% | +50.2% |
| 3Y | +65.8% | +106.8% | -40.9% | +44.4% |
| 5Y | +56.8% | +231.6% | -174.8% | +25.0% |
| 10Y | +387.5% | +258.4% | +129.0% | +265.0% |
| All | +823.3% | +132.6% | +690.7% | +640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling