+24,518.2%
TXN vs M
+436.6%
+24,081.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.2% |
| 7D | +9.5% | +7.0% | +2.4% | +7.7% |
| 30D | +8.7% | +8.9% | -0.2% | +6.3% |
| 3M | +11.6% | +4.5% | +7.1% | +10.0% |
| 6M | +0.1% | +36.2% | -36.1% | -7.8% |
| YTD | +78.8% | +15.1% | +63.7% | +70.6% |
| 1Y | +91.2% | +27.4% | +63.8% | +77.7% |
| 3Y | +125.8% | +160.1% | -34.3% | +68.1% |
| 5Y | +83.8% | -1.6% | +85.4% | +62.3% |
| 10Y | +469.9% | -7.7% | +477.5% | +317.6% |
| All | +24,518.2% | +436.6% | +24,081.5% | +7,616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling