+131,933.8%
MSFT vs TXN
+21,421.8%
+110,512.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -1.4% | +2.2% | -3.6% | -2.2% |
| 30D | -1.0% | -9.5% | +8.5% | +2.4% |
| 3M | +20.2% | -10.5% | +30.7% | +23.3% |
| 6M | +21.3% | +35.4% | -14.1% | +4.2% |
| YTD | +2.8% | +51.8% | -49.0% | -16.2% |
| 1Y | 0.0% | +42.9% | -43.0% | -17.2% |
| 3Y | +51.2% | +71.3% | -20.1% | +12.5% |
| 5Y | +71.4% | +58.0% | +13.4% | +31.6% |
| 10Y | +868.6% | +393.3% | +475.4% | +387.4% |
| All | +131,933.8% | +21,421.8% | +110,512.0% | +11,146.9% |
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