+70.1%
TXN vs SMTC
+546.3%
-476.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.4% |
| 7D | +2.0% | +17.5% | -15.6% | -2.0% |
| 30D | -8.0% | +21.3% | -29.3% | -12.7% |
| 3M | -7.8% | +3.1% | -10.9% | -9.9% |
| 6M | +32.4% | +81.7% | -49.3% | +13.8% |
| YTD | +51.7% | +115.9% | -64.3% | +25.4% |
| 1Y | +44.3% | +157.8% | -113.5% | +14.0% |
| All | +70.1% | +546.3% | -476.3% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling