+2,103.8%
TXNM vs SPY
+3,059.5%
-955.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | 0.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +0.9% | -1.4% | +2.3% | +1.8% |
| 3M | +0.9% | +3.7% | -2.8% | -1.6% |
| 6M | -0.1% | +13.0% | -13.1% | -8.3% |
| YTD | +0.5% | +12.4% | -11.9% | -7.5% |
| 1Y | +4.8% | +18.5% | -13.7% | -7.0% |
| 3Y | +44.6% | +77.6% | -33.0% | -3.8% |
| 5Y | +36.8% | +81.7% | -44.8% | -13.3% |
| 10Y | +146.0% | +319.7% | -173.6% | -13.8% |
| All | +2,103.8% | +3,059.5% | -955.7% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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