+1,252.5%
TXN vs SPYM
+820.0%
+432.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +2.7% | -0.4% | +3.0% | +3.0% |
| 30D | -6.7% | -1.4% | -5.3% | -5.4% |
| 3M | -8.9% | +3.7% | -12.6% | -11.9% |
| 6M | +34.7% | +13.0% | +21.6% | +19.6% |
| YTD | +53.3% | +12.5% | +40.9% | +36.8% |
| 1Y | +45.0% | +18.6% | +26.4% | +22.6% |
| 3Y | +73.1% | +78.0% | -4.9% | -1.3% |
| 5Y | +59.9% | +82.3% | -22.4% | -10.2% |
| 10Y | +415.7% | +322.9% | +92.8% | +36.8% |
| All | +1,252.5% | +820.0% | +432.5% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling