+70.1%
TXN vs SPYM
+75.9%
-5.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.2% |
| 7D | +2.0% | -2.0% | +3.9% | +4.8% |
| 30D | -8.0% | -1.6% | -6.3% | -5.9% |
| 3M | -7.8% | +4.7% | -12.5% | -12.9% |
| 6M | +32.4% | +12.6% | +19.9% | +14.0% |
| YTD | +51.7% | +11.8% | +39.9% | +31.6% |
| 1Y | +44.3% | +17.5% | +26.8% | +16.9% |
| All | +70.1% | +75.9% | -5.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling