+99.7%
TXN vs SN
+156.5%
-56.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.1% |
| 7D | +1.0% | +10.6% | -9.6% | -1.0% |
| 30D | +6.1% | +20.0% | -13.9% | +2.2% |
| 3M | +10.4% | +30.4% | -20.0% | +4.3% |
| 6M | +12.6% | +91.0% | -78.4% | -2.8% |
| YTD | +83.5% | +95.9% | -12.5% | +52.2% |
| 1Y | +99.7% | +158.9% | -59.2% | +52.3% |
| All | +99.7% | +156.5% | -56.7% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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