+419.8%
TXN vs SMTC
+548.2%
-128.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.2% |
| 7D | +4.0% | +13.1% | -9.1% | -0.3% |
| 30D | -2.9% | +19.5% | -22.3% | -9.3% |
| 3M | -9.1% | +2.2% | -11.3% | -12.1% |
| 6M | +36.6% | +94.9% | -58.2% | +5.2% |
| YTD | +57.5% | +127.0% | -69.5% | +14.5% |
| 1Y | +49.5% | +174.6% | -125.0% | +0.4% |
| 3Y | +76.5% | +615.9% | -539.4% | -33.3% |
| 5Y | +62.4% | +125.6% | -63.2% | -3.8% |
| All | +419.8% | +548.2% | -128.4% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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