+49.5%
TXN vs SGI
-21.0%
+70.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +4.0% | -4.5% | +8.4% | +5.0% |
| 30D | -2.9% | +4.2% | -7.0% | -3.9% |
| 3M | -9.1% | -7.4% | -1.6% | -7.6% |
| 6M | +36.6% | -15.1% | +51.7% | +40.2% |
| YTD | +57.5% | -24.7% | +82.2% | +63.8% |
| 1Y | +49.5% | -21.8% | +71.3% | +58.2% |
| All | +49.5% | -21.0% | +70.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling