+77.9%
TXN vs SMR
+7.6%
+70.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.3% |
| 7D | +2.7% | +13.1% | -10.4% | +1.6% |
| 30D | -6.7% | +17.8% | -24.5% | -8.1% |
| 3M | -8.9% | +8.1% | -17.0% | -9.9% |
| 6M | +34.7% | -11.1% | +45.8% | +34.1% |
| YTD | +53.3% | -23.7% | +77.0% | +53.4% |
| 1Y | +45.0% | -69.4% | +114.4% | +52.4% |
| 3Y | +73.1% | +82.6% | -9.5% | +46.6% |
| All | +77.9% | +7.6% | +70.3% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling