+70.1%
TXN vs SMR
+71.3%
-1.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | -0.6% |
| 7D | +2.0% | +4.7% | -2.8% | +1.5% |
| 30D | -8.0% | +3.2% | -11.2% | -8.4% |
| 3M | -7.8% | +9.9% | -17.7% | -8.8% |
| 6M | +32.4% | -15.1% | +47.5% | +32.3% |
| YTD | +51.7% | -27.9% | +79.6% | +52.3% |
| 1Y | +44.3% | -70.2% | +114.5% | +51.3% |
| All | +70.1% | +71.3% | -1.3% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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