+2,724.3%
TXN vs SPXS
-100.0%
+2,824.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.6% |
| 7D | +2.7% | +1.2% | +1.4% | +3.1% |
| 30D | -6.7% | +5.2% | -11.9% | -4.8% |
| 3M | -8.9% | -9.2% | +0.3% | -10.9% |
| 6M | +34.7% | -29.6% | +64.3% | +21.5% |
| YTD | +53.3% | -27.6% | +80.9% | +40.4% |
| 1Y | +45.0% | -36.7% | +81.8% | +27.5% |
| 3Y | +73.1% | -79.8% | +152.9% | +13.1% |
| 5Y | +59.9% | -85.9% | +145.8% | +9.1% |
| 10Y | +415.7% | -99.5% | +515.2% | +54.2% |
| All | +2,724.3% | -100.0% | +2,824.3% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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