+71.3%
TXN vs M
+120.4%
-49.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | +2.2% | +2.4% | -0.2% | +1.7% |
| 30D | -9.5% | -11.6% | +2.1% | -7.0% |
| 3M | -10.5% | +1.6% | -12.2% | -11.2% |
| 6M | +35.4% | +25.2% | +10.1% | +28.1% |
| YTD | +51.8% | +3.8% | +48.0% | +49.1% |
| 1Y | +42.9% | +36.3% | +6.6% | +31.7% |
| 3Y | +71.3% | +116.3% | -45.0% | +29.9% |
| All | +71.3% | +120.4% | -49.1% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling