+20,389.3%
TXN vs SO
+5,976.4%
+14,413.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -6.9% | -4.6% | -2.4% | -5.8% |
| 3M | -14.9% | -3.0% | -11.9% | -14.5% |
| 6M | +29.0% | -8.3% | +37.3% | +31.5% |
| YTD | +51.5% | +3.5% | +47.9% | +49.4% |
| 1Y | +41.6% | -0.9% | +42.5% | +41.1% |
| 3Y | +65.8% | +45.4% | +20.5% | +47.3% |
| 5Y | +56.8% | +59.6% | -2.8% | +35.0% |
| 10Y | +387.5% | +156.6% | +230.9% | +267.6% |
| All | +20,389.3% | +5,976.4% | +14,413.0% | +8,490.9% |
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 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