+15,948.6%
TXN vs SM
+1,608.3%
+14,340.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -6.9% | +26.3% | -33.2% | -9.8% |
| 3M | -14.9% | +8.7% | -23.6% | -16.4% |
| 6M | +29.0% | +51.7% | -22.7% | +20.5% |
| YTD | +51.5% | +99.0% | -47.6% | +36.2% |
| 1Y | +41.6% | +34.6% | +7.0% | +33.4% |
| 3Y | +65.8% | -7.8% | +73.6% | +61.2% |
| 5Y | +56.8% | +104.8% | -48.0% | +33.3% |
| 10Y | +387.5% | +7.2% | +380.2% | +239.7% |
| All | +15,948.6% | +1,608.3% | +14,340.3% | +7,451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling