+24,581.9%
TXN vs SPGI
+15,101.4%
+9,480.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | -0.5% | -1.4% | +0.8% | +0.2% |
| 30D | +10.5% | +15.3% | -4.8% | +3.5% |
| 3M | +10.7% | +16.5% | -5.8% | +2.6% |
| 6M | +5.1% | +19.8% | -14.7% | -5.4% |
| YTD | +82.5% | -3.2% | +85.7% | +78.5% |
| 1Y | +98.2% | +1.8% | +96.4% | +89.1% |
| 3Y | +128.4% | +30.6% | +97.8% | +92.2% |
| 5Y | +89.0% | +16.0% | +73.0% | +66.2% |
| 10Y | +481.5% | +338.6% | +142.9% | +174.3% |
| All | +24,581.9% | +15,101.4% | +9,480.5% | +1,745.2% |
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 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