+15,845.3%
TXN vs SPY
+3,034.0%
+12,811.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | +9.5% | +2.6% | +6.9% | +6.1% |
| 30D | +8.7% | -2.0% | +10.7% | +12.0% |
| 3M | +11.6% | -2.8% | +14.4% | +16.2% |
| 6M | +0.1% | +2.1% | -2.0% | -1.3% |
| YTD | +78.8% | +11.5% | +67.3% | +58.1% |
| 1Y | +91.2% | +13.5% | +77.8% | +65.5% |
| 3Y | +125.8% | +77.7% | +48.1% | +13.1% |
| 5Y | +83.8% | +72.6% | +11.2% | -4.6% |
| 10Y | +469.9% | +308.2% | +161.7% | +2.5% |
| All | +15,845.3% | +3,034.0% | +12,811.3% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling