+41.6%
TXN vs SPGI
-12.7%
+54.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.5% |
| 7D | -0.1% | +0.1% | -0.2% | 0.0% |
| 30D | -6.9% | +8.4% | -15.4% | -5.4% |
| 3M | -14.9% | +11.8% | -26.8% | -12.7% |
| 6M | +29.0% | +5.7% | +23.3% | +32.0% |
| YTD | +51.5% | -9.7% | +61.1% | +59.3% |
| 1Y | +41.6% | -12.5% | +54.0% | +45.9% |
| All | +41.6% | -12.7% | +54.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling