+71.3%
TXN vs SO
+46.8%
+24.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.2% | +1.0% | +1.2% | +2.2% |
| 30D | -9.5% | -3.2% | -6.3% | -9.4% |
| 3M | -10.5% | -1.7% | -8.8% | -10.8% |
| 6M | +35.4% | -7.2% | +42.6% | +35.3% |
| YTD | +51.8% | +4.6% | +47.2% | +50.5% |
| 1Y | +42.9% | +1.2% | +41.7% | +41.9% |
| 3Y | +71.3% | +45.3% | +26.1% | +57.4% |
| All | +71.3% | +46.8% | +24.5% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling