+125.8%
TXN vs SPG
+135.6%
-9.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | +9.5% | +2.0% | +7.5% | +8.4% |
| 30D | +8.7% | +17.2% | -8.5% | 0.0% |
| 3M | +11.6% | +6.3% | +5.3% | +8.0% |
| 6M | +0.1% | +18.7% | -18.6% | -10.3% |
| YTD | +78.8% | +30.1% | +48.7% | +50.9% |
| 1Y | +91.2% | +32.8% | +58.5% | +59.2% |
| 3Y | +125.8% | +133.6% | -7.8% | +31.9% |
| All | +125.8% | +135.6% | -9.7% | +31.9% |
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