+130.4%
TXN vs SPGI
+30.4%
+100.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -0.5% | -1.4% | +0.8% | -0.3% |
| 30D | +10.5% | +15.3% | -4.8% | +8.4% |
| 3M | +10.7% | +16.5% | -5.8% | +8.1% |
| 6M | +5.1% | +19.8% | -14.7% | +1.2% |
| YTD | +82.5% | -3.2% | +85.7% | +90.6% |
| 1Y | +98.2% | +1.8% | +96.4% | +101.0% |
| All | +130.4% | +30.4% | +100.0% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling