+71.3%
TXN vs SN
+430.5%
-359.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -9.5% | -5.6% | -3.9% | -8.1% |
| 3M | -10.5% | +48.1% | -58.6% | -20.3% |
| 6M | +35.4% | +57.6% | -22.3% | +17.6% |
| YTD | +51.8% | +56.5% | -4.8% | +31.5% |
| 1Y | +42.9% | +52.6% | -9.6% | +24.2% |
| 3Y | +71.3% | +412.0% | -340.6% | +14.4% |
| All | +71.3% | +430.5% | -359.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling