+62.4%
MSFT vs TXN
+82.7%
-20.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | -1.3% | +9.5% | -10.7% | -3.6% |
| 30D | -1.8% | +8.7% | -10.5% | -4.1% |
| 3M | +5.6% | +11.6% | -5.9% | +2.2% |
| 6M | +29.8% | +0.1% | +29.7% | +27.4% |
| YTD | +9.0% | +78.8% | -69.8% | -15.3% |
| 1Y | +4.9% | +91.2% | -86.3% | -21.0% |
| 3Y | +46.2% | +125.8% | -79.6% | -10.8% |
| All | +62.4% | +82.7% | -20.3% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling