+468.5%
TXN vs SPGI
+333.9%
+134.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.4% |
| 7D | +9.5% | +1.2% | +8.2% | +8.8% |
| 30D | +8.7% | +15.9% | -7.2% | +1.0% |
| 3M | +11.6% | +12.3% | -0.7% | +4.7% |
| 6M | +0.1% | +23.7% | -23.6% | -12.3% |
| YTD | +78.8% | -3.5% | +82.4% | +76.3% |
| 1Y | +91.2% | +0.4% | +90.8% | +83.9% |
| 3Y | +125.8% | +29.9% | +95.9% | +83.2% |
| 5Y | +83.8% | +15.2% | +68.6% | +57.2% |
| All | +468.5% | +333.9% | +134.6% | +123.2% |
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