+84.6%
TXN vs SLV
+90.3%
-5.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.4% |
| 7D | +9.5% | -5.8% | +15.3% | +10.7% |
| 30D | +8.7% | -12.1% | +20.8% | +11.2% |
| 3M | +11.6% | -24.1% | +35.7% | +17.1% |
| 6M | +0.1% | -44.4% | +44.5% | +10.2% |
| YTD | +78.8% | -31.5% | +110.3% | +83.5% |
| 1Y | +91.2% | -6.9% | +98.2% | +83.4% |
| 3Y | +125.8% | +116.0% | +9.8% | +76.2% |
| All | +84.6% | +90.3% | -5.7% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling