+139,934.1%
MSFT vs TXN
+25,258.8%
+114,675.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.2% |
| 7D | -1.3% | +9.5% | -10.7% | -4.6% |
| 30D | -1.8% | +8.7% | -10.5% | -5.1% |
| 3M | +5.6% | +11.6% | -5.9% | +0.8% |
| 6M | +29.8% | +0.1% | +29.7% | +26.4% |
| YTD | +9.0% | +78.8% | -69.8% | -16.7% |
| 1Y | +4.9% | +91.2% | -86.3% | -22.1% |
| 3Y | +46.2% | +125.8% | -79.6% | -2.2% |
| 5Y | +62.1% | +83.8% | -21.7% | +17.3% |
| 10Y | +899.6% | +469.9% | +429.8% | +374.6% |
| All | +139,934.1% | +25,258.8% | +114,675.3% | +11,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling