+419.8%
TXN vs M
-3.0%
+422.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.7% | -3.9% | +2.6% |
| 7D | +4.0% | -4.2% | +8.2% | +4.6% |
| 30D | -2.9% | -7.2% | +4.3% | -1.8% |
| 3M | -9.1% | -11.1% | +2.1% | -7.6% |
| 6M | +36.6% | +28.8% | +7.8% | +30.9% |
| YTD | +57.5% | +2.0% | +55.4% | +56.0% |
| 1Y | +49.5% | +31.3% | +18.3% | +42.1% |
| 3Y | +76.5% | +119.1% | -42.5% | +50.9% |
| 5Y | +62.4% | +29.7% | +32.7% | +45.1% |
| All | +419.8% | -3.0% | +422.8% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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