+419.8%
TXN vs SPXU
-99.6%
+519.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +2.8% |
| 7D | +4.0% | +2.5% | +1.5% | +5.1% |
| 30D | -2.9% | +4.2% | -7.0% | -1.1% |
| 3M | -9.1% | -9.3% | +0.2% | -11.4% |
| 6M | +36.6% | -30.7% | +67.3% | +21.6% |
| YTD | +57.5% | -28.1% | +85.6% | +42.9% |
| 1Y | +49.5% | -35.2% | +84.8% | +31.4% |
| 3Y | +76.5% | -79.9% | +156.5% | +11.2% |
| 5Y | +62.4% | -86.4% | +148.8% | +5.7% |
| All | +419.8% | -99.6% | +519.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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