+400.7%
TXN vs SIMO
+557.5%
-156.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.1% |
| 7D | +2.0% | +12.5% | -10.6% | -1.3% |
| 30D | -8.0% | +18.4% | -26.4% | -12.4% |
| 3M | -7.8% | +5.6% | -13.4% | -10.9% |
| 6M | +32.4% | +116.9% | -84.5% | +2.4% |
| YTD | +51.7% | +188.4% | -136.7% | +6.4% |
| 1Y | +44.3% | +221.3% | -177.0% | -2.7% |
| 3Y | +71.3% | +438.6% | -367.3% | -3.2% |
| 5Y | +56.4% | +287.9% | -231.5% | -8.3% |
| All | +400.7% | +557.5% | -156.8% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling