+1,389.2%
TXN vs SW
+730.4%
+658.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.5% | -9.2% | -10.6% |
| 7D | -10.7% | +4.7% | -15.3% | -11.0% |
| 30D | -6.0% | +5.0% | -11.0% | -6.3% |
| 3M | +0.6% | -7.3% | +8.0% | +1.1% |
| 6M | 0.0% | +15.0% | -15.0% | -1.2% |
| YTD | +63.8% | +18.5% | +45.3% | +61.5% |
| 1Y | +73.8% | +27.1% | +46.6% | +70.5% |
| 3Y | +100.9% | +49.3% | +51.6% | +95.7% |
| 5Y | +65.5% | -1.6% | +67.1% | +62.1% |
| 10Y | +439.5% | +185.4% | +254.1% | +405.3% |
| All | +1,389.2% | +730.4% | +658.8% | +1,257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling