-0.3%
MSFT vs TXN
+49.4%
-49.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | +1.1% |
| 7D | -0.8% | +4.0% | -4.8% | -0.3% |
| 30D | +0.8% | -2.9% | +3.7% | +0.5% |
| 3M | +27.2% | -9.1% | +36.3% | +25.5% |
| 6M | +22.9% | +36.6% | -13.7% | +25.8% |
| YTD | +3.1% | +57.5% | -54.4% | +5.3% |
| 1Y | -0.3% | +49.5% | -49.8% | +2.3% |
| All | -0.3% | +49.4% | -49.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling