+84.9%
TXN vs SIMO
+171.3%
-86.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.0% |
| 7D | -3.8% | -16.0% | +12.2% | -0.2% |
| 30D | +6.4% | -35.8% | +42.2% | +16.2% |
| 3M | +7.7% | -26.5% | +34.2% | +13.0% |
| 6M | +5.5% | -33.0% | +38.5% | +11.8% |
| YTD | +77.0% | +84.3% | -7.3% | +45.0% |
| 1Y | +91.2% | +82.0% | +9.2% | +56.8% |
| 3Y | +121.5% | +218.5% | -97.0% | +54.1% |
| 5Y | +84.9% | +175.0% | -90.1% | +32.4% |
| All | +84.9% | +171.3% | -86.4% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling