+59.9%
TXN vs SO
+57.7%
+2.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.2% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | -6.7% | -2.5% | -4.2% | -6.3% |
| 3M | -8.9% | -4.2% | -4.7% | -8.4% |
| 6M | +34.7% | -7.7% | +42.3% | +36.3% |
| YTD | +53.3% | +3.8% | +49.5% | +51.1% |
| 1Y | +45.0% | +0.1% | +45.0% | +43.8% |
| 3Y | +73.1% | +44.2% | +28.9% | +51.6% |
| 5Y | +59.9% | +57.9% | +2.1% | +34.9% |
| All | +59.9% | +57.7% | +2.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling