+419.8%
TXN vs SPG
+64.5%
+355.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -1.2% | +5.1% | +4.3% |
| 30D | -2.9% | -6.1% | +3.3% | -1.3% |
| 3M | -9.1% | -3.6% | -5.5% | -8.5% |
| 6M | +36.6% | +10.4% | +26.2% | +32.4% |
| YTD | +57.5% | +14.4% | +43.1% | +51.2% |
| 1Y | +49.5% | +16.5% | +33.0% | +42.7% |
| 3Y | +76.5% | +106.8% | -30.2% | +46.1% |
| 5Y | +62.4% | +108.9% | -46.5% | +33.3% |
| All | +419.8% | +64.5% | +355.3% | +344.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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