+56.4%
TXN vs SPXU
-85.5%
+142.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.3% |
| 7D | +2.0% | +6.4% | -4.4% | +4.6% |
| 30D | -8.0% | +5.9% | -13.9% | -5.6% |
| 3M | -7.8% | -11.7% | +3.9% | -11.0% |
| 6M | +32.4% | -28.7% | +61.1% | +19.1% |
| YTD | +51.7% | -26.4% | +78.0% | +39.0% |
| 1Y | +44.3% | -35.2% | +79.5% | +26.7% |
| 3Y | +71.3% | -79.8% | +151.1% | +8.6% |
| 5Y | +56.4% | -86.1% | +142.5% | +4.1% |
| All | +56.4% | -85.5% | +142.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling