+24,794.6%
TXN vs SO
+6,277.0%
+18,517.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | +12.3% | -0.9% | +13.3% | +12.6% |
| 30D | +9.1% | +4.9% | +4.1% | +7.6% |
| 3M | +13.5% | +0.8% | +12.8% | +13.1% |
| 6M | +6.9% | +0.6% | +6.4% | +6.3% |
| YTD | +84.0% | +8.7% | +75.4% | +79.0% |
| 1Y | +95.8% | +4.0% | +91.8% | +92.6% |
| 3Y | +130.3% | +50.6% | +79.8% | +102.6% |
| 5Y | +89.2% | +77.5% | +11.7% | +58.2% |
| 10Y | +486.5% | +192.0% | +294.6% | +328.6% |
| All | +24,794.6% | +6,277.0% | +18,517.6% | +10,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling