+599.3%
MU vs TXN
+43.5%
+555.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.0% |
| 7D | +2.0% | +2.0% | 0.0% | +0.4% |
| 30D | +12.5% | -8.0% | +20.5% | +21.1% |
| 3M | +9.6% | -7.8% | +17.4% | +21.9% |
| 6M | +142.6% | +32.4% | +110.2% | +105.9% |
| YTD | +242.7% | +51.7% | +191.0% | +162.3% |
| 1Y | +599.3% | +44.3% | +555.0% | +446.8% |
| All | +599.3% | +43.5% | +555.8% | +446.8% |
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