+71.9%
TXN vs SPG
+106.5%
-34.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.3% |
| 7D | +2.7% | -1.7% | +4.3% | +3.5% |
| 30D | -6.7% | -6.3% | -0.5% | -3.6% |
| 3M | -8.9% | -2.4% | -6.5% | -8.8% |
| 6M | +34.7% | +9.6% | +25.1% | +25.3% |
| YTD | +53.3% | +14.2% | +39.1% | +38.8% |
| 1Y | +45.0% | +19.3% | +25.7% | +27.4% |
| All | +71.9% | +106.5% | -34.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling