+419.8%
TXN vs SPYM
+325.3%
+94.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.8% |
| 7D | +4.0% | -0.8% | +4.8% | +5.0% |
| 30D | -2.9% | -1.1% | -1.8% | -1.6% |
| 3M | -9.1% | +3.9% | -13.0% | -12.8% |
| 6M | +36.6% | +13.6% | +23.0% | +18.1% |
| YTD | +57.5% | +12.7% | +44.8% | +37.3% |
| 1Y | +49.5% | +17.6% | +31.9% | +24.0% |
| 3Y | +76.5% | +77.2% | -0.7% | -8.9% |
| 5Y | +62.4% | +84.1% | -21.7% | -19.3% |
| All | +419.8% | +325.3% | +94.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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