+58.0%
TXN vs SIMO
+297.1%
-239.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -1.2% |
| 7D | +2.2% | +14.6% | -12.4% | -0.9% |
| 30D | -9.5% | +6.2% | -15.7% | -11.1% |
| 3M | -10.5% | +3.6% | -14.1% | -12.5% |
| 6M | +35.4% | +130.8% | -95.4% | +9.3% |
| YTD | +51.8% | +195.8% | -144.0% | +13.7% |
| 1Y | +42.9% | +225.0% | -182.1% | +4.0% |
| 3Y | +71.3% | +452.3% | -381.0% | +7.7% |
| 5Y | +58.0% | +303.6% | -245.6% | +6.7% |
| All | +58.0% | +297.1% | -239.1% | +6.7% |
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