+419.8%
TXN vs SO
+159.0%
+260.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | +4.0% | -1.1% | +5.0% | +4.3% |
| 30D | -2.9% | -5.0% | +2.2% | -1.2% |
| 3M | -9.1% | -5.8% | -3.3% | -7.6% |
| 6M | +36.6% | -7.9% | +44.6% | +39.9% |
| YTD | +57.5% | +2.4% | +55.1% | +55.0% |
| 1Y | +49.5% | -2.3% | +51.8% | +49.3% |
| 3Y | +76.5% | +41.9% | +34.7% | +49.8% |
| 5Y | +62.4% | +58.1% | +4.3% | +30.2% |
| All | +419.8% | +159.0% | +260.8% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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