+2,820.2%
TXN vs SRE
+1,553.2%
+1,267.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.7% |
| 30D | -9.5% | +1.9% | -11.4% | -10.3% |
| 3M | -10.5% | -3.3% | -7.3% | -9.9% |
| 6M | +35.4% | -6.4% | +41.8% | +37.9% |
| YTD | +51.8% | -1.8% | +53.6% | +51.8% |
| 1Y | +42.9% | +10.7% | +32.2% | +36.8% |
| 3Y | +71.3% | +31.8% | +39.6% | +51.3% |
| 5Y | +58.0% | +49.2% | +8.8% | +32.3% |
| 10Y | +393.3% | +118.5% | +274.7% | +247.1% |
| All | +2,820.2% | +1,553.2% | +1,267.0% | +1,043.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling