+56.0%
TXN vs VSXY
+37.7%
+18.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.5% |
| 7D | +2.7% | -10.7% | +13.4% | +4.1% |
| 30D | -6.7% | -24.3% | +17.5% | -3.4% |
| 3M | -8.9% | +1.0% | -9.9% | -9.6% |
| 6M | +34.7% | +57.4% | -22.7% | +24.0% |
| YTD | +53.3% | +39.8% | +13.5% | +42.6% |
| 1Y | +45.0% | +196.5% | -151.4% | +20.6% |
| 3Y | +73.1% | +357.2% | -284.1% | +26.0% |
| 5Y | +59.9% | +18.9% | +41.0% | +34.6% |
| All | +56.0% | +37.7% | +18.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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