+121.5%
TXN vs SN
+431.1%
-309.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | -3.8% | +7.6% | -11.4% | -5.8% |
| 30D | +6.4% | +22.4% | -16.0% | +0.3% |
| 3M | +7.7% | +21.7% | -14.0% | +1.5% |
| 6M | +5.5% | +102.8% | -97.4% | -15.3% |
| YTD | +77.0% | +102.4% | -25.4% | +40.8% |
| 1Y | +91.2% | +139.0% | -47.8% | +44.1% |
| 3Y | +121.5% | +440.4% | -318.9% | +28.0% |
| All | +121.5% | +431.1% | -309.6% | +28.0% |
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