+56.4%
TXN vs SPY
+79.8%
-23.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | +2.0% | -2.0% | +3.9% | +4.5% |
| 30D | -8.0% | -1.7% | -6.3% | -6.1% |
| 3M | -7.8% | +4.7% | -12.5% | -12.3% |
| 6M | +32.4% | +12.5% | +19.9% | +15.8% |
| YTD | +51.7% | +11.7% | +40.0% | +33.7% |
| 1Y | +44.3% | +17.5% | +26.8% | +19.7% |
| 3Y | +71.3% | +76.6% | -5.3% | -10.6% |
| 5Y | +56.4% | +82.0% | -25.6% | -19.7% |
| All | +56.4% | +79.8% | -23.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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