+48.9%
MSFT vs TXN
+71.2%
-22.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.0% | +2.7% | -3.7% | -1.3% |
| 30D | -2.7% | -6.7% | +4.1% | -2.1% |
| 3M | +22.1% | -8.9% | +31.0% | +22.3% |
| 6M | +20.6% | +34.7% | -14.1% | +12.6% |
| YTD | +2.3% | +53.3% | -51.0% | -7.7% |
| 1Y | -0.5% | +45.0% | -45.6% | -9.3% |
| All | +48.9% | +71.2% | -22.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling