+758.1%
TXN vs SPYG
+553.6%
+204.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.2% |
| 7D | +2.0% | -1.8% | +3.8% | +3.9% |
| 30D | -8.0% | -1.9% | -6.0% | -6.1% |
| 3M | -7.8% | +5.2% | -12.9% | -12.0% |
| 6M | +32.4% | +15.6% | +16.9% | +14.4% |
| YTD | +51.7% | +12.4% | +39.3% | +34.4% |
| 1Y | +44.3% | +17.5% | +26.8% | +21.7% |
| 3Y | +71.3% | +98.1% | -26.8% | -16.9% |
| 5Y | +56.4% | +84.9% | -28.5% | -19.4% |
| 10Y | +410.2% | +417.7% | -7.5% | -9.1% |
| All | +758.1% | +553.6% | +204.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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