+59.9%
TXN vs SPGI
+1.6%
+58.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.9% |
| 7D | +2.7% | -3.1% | +5.8% | +3.7% |
| 30D | -6.7% | +2.0% | -8.8% | -7.8% |
| 3M | -8.9% | +4.3% | -13.2% | -11.5% |
| 6M | +34.7% | -0.2% | +34.9% | +32.4% |
| YTD | +53.3% | -14.8% | +68.1% | +61.7% |
| 1Y | +45.0% | -18.5% | +63.6% | +56.3% |
| 3Y | +73.1% | +16.0% | +57.2% | +50.0% |
| 5Y | +59.9% | +2.2% | +57.7% | +44.3% |
| All | +59.9% | +1.6% | +58.3% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling