+11,908.9%
TXN vs SPG
+5,256.9%
+6,652.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -0.1% | -2.4% | +2.3% | +0.7% |
| 30D | -6.9% | -6.8% | -0.1% | -4.9% |
| 3M | -14.9% | +2.7% | -17.6% | -16.0% |
| 6M | +29.0% | +5.5% | +23.5% | +26.3% |
| YTD | +51.5% | +15.7% | +35.8% | +44.1% |
| 1Y | +41.6% | +20.9% | +20.7% | +32.7% |
| 3Y | +65.8% | +112.4% | -46.6% | +30.8% |
| 5Y | +56.8% | +101.4% | -44.5% | +24.5% |
| 10Y | +387.5% | +60.6% | +326.8% | +272.1% |
| All | +11,908.9% | +5,256.9% | +6,652.0% | +2,767.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling