+419.8%
TXN vs SM
+23.0%
+396.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +4.0% | +4.6% | -0.6% | +3.5% |
| 30D | -2.9% | +18.2% | -21.1% | -4.5% |
| 3M | -9.1% | +22.5% | -31.6% | -11.3% |
| 6M | +36.6% | +50.6% | -13.9% | +29.9% |
| YTD | +57.5% | +108.1% | -50.6% | +44.4% |
| 1Y | +49.5% | +46.0% | +3.5% | +41.8% |
| 3Y | +76.5% | +2.9% | +73.7% | +70.7% |
| 5Y | +62.4% | +112.6% | -50.2% | +44.7% |
| All | +419.8% | +23.0% | +396.8% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling