+995.4%
MU vs TXN
+129.9%
+865.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +9.2% |
| 7D | +2.0% | -0.5% | +2.6% | +3.5% |
| 30D | -18.0% | +10.5% | -28.5% | -23.8% |
| 3M | -6.6% | +10.7% | -17.3% | -13.7% |
| 6M | +2.0% | +5.1% | -3.1% | +1.0% |
| YTD | +184.5% | +82.5% | +102.0% | +77.9% |
| 1Y | +236.9% | +98.2% | +138.7% | +96.8% |
| All | +995.4% | +129.9% | +865.5% | +447.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling