+58.0%
TXN vs MA
+70.4%
-12.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | +2.2% | -1.8% | +4.0% | +3.0% |
| 30D | -9.5% | +1.4% | -10.9% | -10.3% |
| 3M | -10.5% | +17.7% | -28.3% | -18.2% |
| 6M | +35.4% | +9.7% | +25.7% | +27.4% |
| YTD | +51.8% | +0.5% | +51.3% | +49.9% |
| 1Y | +42.9% | -2.1% | +45.0% | +43.1% |
| 3Y | +71.3% | +40.1% | +31.2% | +38.5% |
| 5Y | +58.0% | +67.5% | -9.5% | +14.6% |
| All | +58.0% | +70.4% | -12.4% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling