+89.0%
TXN vs SPGI
+14.7%
+74.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | -0.5% | -1.4% | +0.8% | 0.0% |
| 30D | +10.5% | +15.3% | -4.8% | +5.2% |
| 3M | +10.7% | +16.5% | -5.8% | +4.4% |
| 6M | +5.1% | +19.8% | -14.7% | -3.3% |
| YTD | +82.5% | -3.2% | +85.7% | +84.1% |
| 1Y | +98.2% | +1.8% | +96.4% | +94.1% |
| 3Y | +128.4% | +30.6% | +97.8% | +89.7% |
| 5Y | +89.0% | +16.0% | +73.0% | +64.9% |
| All | +89.0% | +14.7% | +74.3% | +64.9% |
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