+989.9%
TXN vs SFM
+48.8%
+941.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.0% |
| 7D | +9.5% | +6.0% | +3.4% | +8.7% |
| 30D | +8.7% | -19.5% | +28.2% | +10.8% |
| 3M | +11.6% | -37.0% | +48.6% | +16.8% |
| 6M | +0.1% | -41.0% | +41.1% | +5.3% |
| YTD | +78.8% | -34.6% | +113.5% | +84.3% |
| 1Y | +91.2% | -36.3% | +127.5% | +97.7% |
| 3Y | +125.8% | +24.5% | +101.3% | +107.8% |
| 5Y | +83.8% | +115.9% | -32.1% | +53.1% |
| 10Y | +469.9% | +139.5% | +330.4% | +345.1% |
| All | +989.9% | +48.8% | +941.1% | +814.6% |
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 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