+49.5%
TXN vs SMTC
+169.6%
-120.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.4% |
| 7D | +4.0% | +13.1% | -9.1% | +0.2% |
| 30D | -2.9% | +19.5% | -22.3% | -8.5% |
| 3M | -9.1% | +2.2% | -11.3% | -11.4% |
| 6M | +36.6% | +94.9% | -58.2% | +14.3% |
| YTD | +57.5% | +127.0% | -69.5% | +28.2% |
| 1Y | +49.5% | +174.6% | -125.0% | +20.7% |
| All | +49.5% | +169.6% | -120.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling