+400.7%
TXN vs SHOP
+3,058.7%
-2,658.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +2.0% | -13.2% | +15.2% | +4.6% |
| 30D | -8.0% | -17.0% | +9.1% | -4.9% |
| 3M | -7.8% | +17.0% | -24.8% | -11.6% |
| 6M | +32.4% | -2.1% | +34.5% | +29.7% |
| YTD | +51.7% | -21.4% | +73.0% | +54.0% |
| 1Y | +44.3% | -11.0% | +55.3% | +41.9% |
| 3Y | +71.3% | +100.9% | -29.6% | +34.2% |
| 5Y | +56.4% | -14.7% | +71.1% | +34.1% |
| All | +400.7% | +3,058.7% | -2,658.0% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling