+4,524.1%
MU vs TXN
+484.1%
+4,040.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.4% |
| 7D | +21.6% | +12.3% | +9.3% | +8.9% |
| 30D | -16.2% | +9.1% | -25.3% | -22.1% |
| 3M | -12.4% | +13.5% | -25.9% | -22.0% |
| 6M | +4.2% | +6.9% | -2.7% | +0.6% |
| YTD | +180.0% | +84.0% | +95.9% | +55.6% |
| 1Y | +226.4% | +95.8% | +130.6% | +70.7% |
| 3Y | +969.7% | +130.3% | +839.4% | +348.6% |
| 5Y | +957.9% | +89.2% | +868.8% | +441.5% |
| All | +4,524.1% | +484.1% | +4,040.0% | +591.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling