+1,653.7%
TXN vs SIMO
+2,171.3%
-517.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.0% |
| 7D | -3.8% | -16.0% | +12.2% | -0.4% |
| 30D | +6.4% | -35.8% | +42.2% | +15.7% |
| 3M | +7.7% | -26.5% | +34.2% | +12.8% |
| 6M | +5.5% | -33.0% | +38.5% | +11.2% |
| YTD | +77.0% | +84.3% | -7.3% | +46.9% |
| 1Y | +91.2% | +82.0% | +9.2% | +59.0% |
| 3Y | +121.5% | +218.5% | -97.0% | +61.1% |
| 5Y | +84.9% | +175.0% | -90.1% | +33.4% |
| 10Y | +469.9% | +407.5% | +62.4% | +251.3% |
| All | +1,653.7% | +2,171.3% | -517.6% | +561.6% |
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 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