+71.3%
TXN vs SLV
+181.9%
-110.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +2.2% | +2.5% | -0.3% | +1.8% |
| 30D | -9.5% | +3.3% | -12.7% | -10.0% |
| 3M | -10.5% | -3.6% | -6.9% | -10.3% |
| 6M | +35.4% | -21.8% | +57.2% | +39.0% |
| YTD | +51.8% | -7.8% | +59.6% | +48.2% |
| 1Y | +42.9% | +58.3% | -15.3% | +26.3% |
| 3Y | +71.3% | +182.6% | -111.2% | +36.5% |
| All | +71.3% | +181.9% | -110.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 3y: compounded portfolio wealth divided by compounded SLV 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…
3y analysis · Full analysis span regression · 6 months rolling