+419.8%
TXN vs SPGI
+292.2%
+127.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +4.0% | -7.4% | +11.4% | +7.9% |
| 30D | -2.9% | +0.4% | -3.2% | -3.5% |
| 3M | -9.1% | +5.3% | -14.4% | -13.0% |
| 6M | +36.6% | +1.7% | +35.0% | +31.6% |
| YTD | +57.5% | -16.4% | +73.8% | +66.8% |
| 1Y | +49.5% | -20.5% | +70.0% | +62.5% |
| 3Y | +76.5% | +14.2% | +62.3% | +52.5% |
| 5Y | +62.4% | +0.6% | +61.8% | +48.3% |
| All | +419.8% | +292.2% | +127.6% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling