+56.4%
TXN vs SMTC
+112.1%
-55.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.9% | -0.3% |
| 7D | +2.0% | +17.5% | -15.6% | -2.4% |
| 30D | -8.0% | +21.3% | -29.3% | -13.2% |
| 3M | -7.8% | +3.1% | -10.9% | -10.2% |
| 6M | +32.4% | +81.7% | -49.3% | +11.0% |
| YTD | +51.7% | +115.9% | -64.3% | +21.5% |
| 1Y | +44.3% | +157.8% | -113.5% | +9.4% |
| 3Y | +71.3% | +557.3% | -486.0% | -12.9% |
| 5Y | +56.4% | +114.7% | -58.2% | +17.7% |
| All | +56.4% | +112.1% | -55.7% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling