+419.8%
TXN vs SNY
+64.5%
+355.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -3.3% | +7.3% | +5.0% |
| 30D | -2.9% | -2.2% | -0.7% | -2.3% |
| 3M | -9.1% | -3.0% | -6.1% | -8.7% |
| 6M | +36.6% | +2.7% | +33.9% | +34.5% |
| YTD | +57.5% | -6.8% | +64.3% | +59.7% |
| 1Y | +49.5% | -5.3% | +54.8% | +50.2% |
| 3Y | +76.5% | -9.8% | +86.3% | +76.1% |
| 5Y | +62.4% | +9.7% | +52.7% | +44.8% |
| All | +419.8% | +64.5% | +355.3% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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