+99.7%
TXN vs SPGI
+3.2%
+96.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | +0.5% |
| 7D | +1.0% | +7.2% | -6.2% | +2.8% |
| 30D | +6.1% | +23.2% | -17.1% | +11.6% |
| 3M | +10.4% | +17.0% | -6.7% | +14.8% |
| 6M | +12.6% | +20.4% | -7.8% | +18.7% |
| YTD | +83.5% | -1.9% | +85.4% | +100.2% |
| 1Y | +99.7% | +2.9% | +96.8% | +114.7% |
| All | +99.7% | +3.2% | +96.5% | +114.7% |
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