+1,014.6%
MU vs TXN
+89.0%
+925.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +9.1% |
| 7D | +2.0% | -0.5% | +2.6% | +3.6% |
| 30D | -18.0% | +10.5% | -28.5% | -24.2% |
| 3M | -6.6% | +10.7% | -17.3% | -14.2% |
| 6M | +2.0% | +5.1% | -3.1% | +0.7% |
| YTD | +184.5% | +82.5% | +102.0% | +69.0% |
| 1Y | +236.9% | +98.2% | +138.7% | +85.8% |
| 3Y | +987.0% | +128.4% | +858.6% | +389.7% |
| 5Y | +1,014.6% | +89.0% | +925.6% | +502.5% |
| All | +1,014.6% | +89.0% | +925.6% | +502.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling