-3.8%
TXN vs SNDQ
-95.1%
+91.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +4.5% |
| 7D | +4.0% | +11.6% | -7.7% | +5.1% |
| 30D | -2.9% | -45.1% | +42.2% | -6.8% |
| 3M | -9.1% | -68.6% | +59.5% | -6.4% |
| All | -3.8% | -95.1% | +91.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 all: compounded portfolio wealth divided by compounded SNDQ 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…
all analysis · Full analysis span regression · Available span rolling