+386.7%
TXN vs SW
+147.8%
+238.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.7% |
| 7D | -0.1% | -5.1% | +5.0% | +0.5% |
| 30D | -6.9% | -4.6% | -2.4% | -6.5% |
| 3M | -14.9% | +9.4% | -24.3% | -16.0% |
| 6M | +29.0% | +3.5% | +25.5% | +27.9% |
| YTD | +51.5% | +22.0% | +29.4% | +47.4% |
| 1Y | +41.6% | +2.2% | +39.4% | +40.1% |
| 3Y | +65.8% | +19.6% | +46.2% | +60.8% |
| 5Y | +56.8% | -2.3% | +59.2% | +51.4% |
| All | +386.7% | +147.8% | +238.9% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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