+587.1%
TXN vs SPMO
+575.0%
+12.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +2.7% | +2.7% | 0.0% | +0.1% |
| 30D | -6.7% | +1.1% | -7.8% | -7.7% |
| 3M | -8.9% | +2.0% | -11.0% | -10.3% |
| 6M | +34.7% | +26.5% | +8.2% | +8.2% |
| YTD | +53.3% | +26.5% | +26.8% | +22.9% |
| 1Y | +45.0% | +27.9% | +17.1% | +14.8% |
| 3Y | +73.1% | +160.4% | -87.3% | -31.2% |
| 5Y | +59.9% | +151.5% | -91.6% | -34.3% |
| 10Y | +415.7% | +526.3% | -110.7% | +9.7% |
| All | +587.1% | +575.0% | +12.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling