+84.7%
TXN vs SN
+671.3%
-586.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.7% | -3.5% |
| 7D | +9.5% | +1.5% | +7.9% | +9.0% |
| 30D | +8.7% | +21.5% | -12.8% | +3.7% |
| 3M | +11.6% | +20.0% | -8.5% | +6.5% |
| 6M | +0.1% | +119.9% | -119.8% | -18.0% |
| YTD | +78.8% | +102.3% | -23.5% | +48.2% |
| 1Y | +91.2% | +148.0% | -56.8% | +50.6% |
| 3Y | +125.8% | +450.0% | -324.2% | +57.6% |
| All | +84.7% | +671.3% | -586.6% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling