+104.0%
TXN vs SW
+39.0%
+65.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | 0.0% |
| 7D | -7.8% | +2.3% | -10.1% | -8.3% |
| 30D | -3.6% | +6.8% | -10.3% | -5.3% |
| 3M | +0.1% | -5.2% | +5.3% | +1.2% |
| 6M | -3.2% | +7.4% | -10.6% | -6.1% |
| YTD | +63.4% | +17.4% | +46.0% | +53.6% |
| 1Y | +75.6% | +27.1% | +48.5% | +61.4% |
| 3Y | +104.0% | +47.9% | +56.2% | +92.2% |
| All | +104.0% | +39.0% | +65.0% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling