+232.8%
TXN vs SPOT
+216.9%
+15.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +4.0% | -3.1% | +7.0% | +4.6% |
| 30D | -2.9% | +7.4% | -10.2% | -4.5% |
| 3M | -9.1% | +8.2% | -17.3% | -11.1% |
| 6M | +36.6% | +2.2% | +34.4% | +34.2% |
| YTD | +57.5% | -9.5% | +66.9% | +57.5% |
| 1Y | +49.5% | -23.8% | +73.4% | +55.1% |
| 3Y | +76.5% | +233.5% | -156.9% | +23.3% |
| 5Y | +62.4% | +112.2% | -49.8% | +18.8% |
| All | +232.8% | +216.9% | +15.9% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling