+468.5%
TXN vs MA
+567.5%
-99.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.6% |
| 7D | +9.5% | +1.3% | +8.2% | +8.7% |
| 30D | +8.7% | +9.6% | -0.9% | +3.2% |
| 3M | +11.6% | +16.8% | -5.2% | +1.9% |
| 6M | +0.1% | +35.2% | -35.1% | -16.9% |
| YTD | +78.8% | +16.6% | +62.2% | +60.6% |
| 1Y | +91.2% | +19.8% | +71.4% | +68.8% |
| 3Y | +125.8% | +70.7% | +55.1% | +60.3% |
| 5Y | +83.8% | +87.4% | -3.6% | +21.1% |
| All | +468.5% | +567.5% | -99.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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