+59.6%
TXN vs SRE
+45.6%
+14.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.1% |
| 7D | +4.0% | -0.8% | +4.8% | +4.3% |
| 30D | -2.9% | -3.0% | +0.2% | -2.0% |
| 3M | -9.1% | -8.3% | -0.8% | -6.6% |
| 6M | +36.6% | -8.9% | +45.5% | +40.5% |
| YTD | +57.5% | -4.3% | +61.8% | +58.9% |
| 1Y | +49.5% | +2.7% | +46.8% | +46.7% |
| 3Y | +76.5% | +28.7% | +47.9% | +53.7% |
| All | +59.6% | +45.6% | +14.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 5y: compounded portfolio wealth divided by compounded SRE 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…
5y analysis · Full analysis span regression · 6 months rolling