+1,671.7%
TXN vs SIMO
+2,177.2%
-505.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -1.7% |
| 7D | +9.5% | +4.1% | +5.4% | +8.5% |
| 30D | +8.7% | -24.0% | +32.7% | +14.2% |
| 3M | +11.6% | -31.8% | +43.3% | +18.7% |
| 6M | +0.1% | -36.9% | +37.0% | +6.7% |
| YTD | +78.8% | +84.8% | -6.0% | +48.3% |
| 1Y | +91.2% | +99.0% | -7.8% | +56.0% |
| 3Y | +125.8% | +217.9% | -92.1% | +64.2% |
| 5Y | +83.8% | +171.5% | -87.7% | +32.9% |
| 10Y | +469.9% | +393.3% | +76.6% | +252.8% |
| All | +1,671.7% | +2,177.2% | -505.6% | +567.7% |
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 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