+872.1%
MSFT vs TXN
+413.0%
+459.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | -3.5% | +2.0% | -5.4% | -4.3% |
| 30D | -2.1% | -8.0% | +5.9% | +1.2% |
| 3M | +24.2% | -7.8% | +31.9% | +25.8% |
| 6M | +21.9% | +32.4% | -10.6% | +0.5% |
| YTD | +2.5% | +51.7% | -49.2% | -22.4% |
| 1Y | -0.8% | +44.3% | -45.1% | -23.6% |
| 3Y | +50.8% | +71.3% | -20.5% | -3.0% |
| 5Y | +73.5% | +56.4% | +17.1% | +16.5% |
| All | +872.1% | +413.0% | +459.1% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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