+5.1%
TXN vs MA
+33.9%
-28.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.2% |
| 7D | -0.5% | -1.8% | +1.2% | -1.7% |
| 30D | +10.5% | +11.0% | -0.5% | +19.1% |
| 3M | +10.7% | +17.9% | -7.2% | +25.7% |
| 6M | +5.1% | +33.2% | -28.1% | +42.9% |
| All | +5.1% | +33.9% | -28.8% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling