+59.9%
TXN vs M
+22.2%
+37.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.9% |
| 7D | +2.7% | -4.1% | +6.7% | +3.5% |
| 30D | -6.7% | -13.6% | +6.9% | -3.9% |
| 3M | -8.9% | -2.3% | -6.6% | -8.8% |
| 6M | +34.7% | +21.9% | +12.8% | +28.4% |
| YTD | +53.3% | -0.6% | +53.9% | +52.1% |
| 1Y | +45.0% | +29.7% | +15.3% | +35.5% |
| 3Y | +73.1% | +107.3% | -34.2% | +38.9% |
| 5Y | +59.9% | +20.5% | +39.4% | +41.4% |
| All | +59.9% | +22.2% | +37.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling