+56.4%
TXN vs SM
+108.0%
-51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +2.0% | +2.1% | -0.2% | +1.6% |
| 30D | -8.0% | +18.1% | -26.1% | -10.4% |
| 3M | -7.8% | +17.0% | -24.7% | -10.6% |
| 6M | +32.4% | +55.4% | -23.0% | +20.5% |
| YTD | +51.7% | +108.6% | -56.9% | +29.6% |
| 1Y | +44.3% | +45.7% | -1.4% | +31.8% |
| 3Y | +71.3% | -0.3% | +71.6% | +61.2% |
| 5Y | +56.4% | +113.0% | -56.6% | +28.8% |
| All | +56.4% | +108.0% | -51.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling