+20,389.3%
TXN vs SPGI
+14,090.3%
+6,299.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -6.9% | +8.4% | -15.4% | -10.6% |
| 3M | -14.9% | +11.8% | -26.8% | -20.4% |
| 6M | +29.0% | +5.7% | +23.3% | +22.8% |
| YTD | +51.5% | -9.7% | +61.1% | +53.3% |
| 1Y | +41.6% | -12.5% | +54.0% | +44.8% |
| 3Y | +65.8% | +21.8% | +44.0% | +44.3% |
| 5Y | +56.8% | +8.2% | +48.6% | +42.5% |
| 10Y | +387.5% | +309.5% | +77.9% | +137.8% |
| All | +20,389.3% | +14,090.3% | +6,299.0% | +1,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling