+76.5%
TXN vs SNY
-9.6%
+86.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -3.3% | +7.3% | +4.4% |
| 30D | -2.9% | -2.2% | -0.7% | -2.6% |
| 3M | -9.1% | -3.0% | -6.1% | -8.9% |
| 6M | +36.6% | +2.7% | +33.9% | +35.7% |
| YTD | +57.5% | -6.8% | +64.3% | +58.7% |
| 1Y | +49.5% | -5.3% | +54.8% | +50.0% |
| 3Y | +76.5% | -9.8% | +86.3% | +78.0% |
| All | +76.5% | -9.6% | +86.1% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling