+20,754.5%
TXN vs M
+396.5%
+20,357.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | -0.1% | +4.7% | -4.8% | -1.2% |
| 30D | -6.9% | -9.6% | +2.7% | -4.7% |
| 3M | -14.9% | +0.9% | -15.8% | -15.4% |
| 6M | +29.0% | +22.3% | +6.7% | +22.2% |
| YTD | +51.5% | +6.5% | +44.9% | +47.7% |
| 1Y | +41.6% | +38.8% | +2.8% | +29.0% |
| 3Y | +65.8% | +115.9% | -50.1% | +29.2% |
| 5Y | +56.8% | +28.6% | +28.2% | +28.8% |
| 10Y | +387.5% | -2.5% | +390.0% | +249.9% |
| All | +20,754.5% | +396.5% | +20,357.9% | +6,578.8% |
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