+265.1%
MU vs TXN
+97.5%
+167.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -6.7% |
| 7D | -19.1% | +1.0% | -20.1% | -19.8% |
| 30D | -25.2% | +6.1% | -31.4% | -29.2% |
| 3M | -10.9% | +10.4% | -21.3% | -18.8% |
| 6M | +38.0% | +12.6% | +25.4% | +30.6% |
| YTD | +178.8% | +83.5% | +95.4% | +70.8% |
| 1Y | +265.1% | +99.7% | +165.4% | +111.8% |
| All | +265.1% | +97.5% | +167.7% | +111.8% |
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