+1,462.5%
TXN vs MA
+18,070.6%
-16,608.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.4% |
| 7D | +9.5% | +1.3% | +8.2% | +8.9% |
| 30D | +8.7% | +9.6% | -0.9% | +4.6% |
| 3M | +11.6% | +16.8% | -5.2% | +4.4% |
| 6M | +0.1% | +35.2% | -35.1% | -12.6% |
| YTD | +78.8% | +16.6% | +62.2% | +65.1% |
| 1Y | +91.2% | +19.8% | +71.4% | +74.5% |
| 3Y | +125.8% | +70.7% | +55.1% | +77.6% |
| 5Y | +83.8% | +87.4% | -3.6% | +38.0% |
| 10Y | +469.9% | +570.0% | -100.2% | +167.6% |
| All | +1,462.5% | +18,070.6% | -16,608.1% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling