+1,400.8%
TXN vs SIMO
+3,332.4%
-1,931.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | 0.0% |
| 7D | -0.1% | +4.2% | -4.3% | -1.0% |
| 30D | -6.9% | +4.1% | -11.0% | -8.3% |
| 3M | -14.9% | -12.9% | -2.1% | -13.9% |
| 6M | +29.0% | +110.3% | -81.3% | +6.7% |
| YTD | +51.5% | +178.6% | -127.1% | +17.0% |
| 1Y | +41.6% | +220.0% | -178.4% | +5.7% |
| 3Y | +65.8% | +409.0% | -343.2% | +11.0% |
| 5Y | +56.8% | +277.3% | -220.5% | +7.3% |
| 10Y | +387.5% | +506.6% | -119.2% | +190.4% |
| All | +1,400.8% | +3,332.4% | -1,931.5% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling