+59.6%
TXN vs SPMO
+149.5%
-89.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.3% |
| 7D | +4.0% | -0.9% | +4.9% | +4.9% |
| 30D | -2.9% | -1.9% | -0.9% | -1.0% |
| 3M | -9.1% | -1.4% | -7.7% | -7.5% |
| 6M | +36.6% | +25.5% | +11.1% | +11.5% |
| YTD | +57.5% | +24.8% | +32.6% | +28.8% |
| 1Y | +49.5% | +24.5% | +25.0% | +22.4% |
| 3Y | +76.5% | +157.1% | -80.6% | -28.3% |
| All | +59.6% | +149.5% | -89.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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