+99.7%
TXN vs SITM
+47.5%
+52.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.0% | +1.8% |
| 7D | +1.0% | -19.5% | +20.6% | +5.8% |
| 30D | +6.1% | -43.2% | +49.3% | +19.7% |
| 3M | +10.4% | -30.8% | +41.2% | +17.8% |
| 6M | +12.6% | -28.6% | +41.2% | +18.5% |
| YTD | +83.5% | +14.2% | +69.3% | +75.8% |
| 1Y | +99.7% | +44.4% | +55.3% | +85.8% |
| All | +99.7% | +47.5% | +52.2% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling