+419.8%
TXN vs SNPS
+585.4%
-165.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.8% | +3.8% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | -2.9% | -3.6% | +0.8% | -1.9% |
| 3M | -9.1% | -12.9% | +3.8% | -4.3% |
| 6M | +36.6% | -8.2% | +44.9% | +38.6% |
| YTD | +57.5% | -15.4% | +72.9% | +63.8% |
| 1Y | +49.5% | -9.3% | +58.8% | +48.1% |
| 3Y | +76.5% | -14.0% | +90.5% | +53.6% |
| 5Y | +62.4% | +19.5% | +42.9% | +9.5% |
| All | +419.8% | +585.4% | -165.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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