+65.2%
TXN vs MAGS
+190.0%
-124.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.2% |
| 7D | +4.0% | +0.6% | +3.3% | +3.6% |
| 30D | -2.9% | +3.2% | -6.1% | -4.7% |
| 3M | -9.1% | +7.7% | -16.8% | -13.0% |
| 6M | +36.6% | +12.5% | +24.2% | +27.1% |
| YTD | +57.5% | +6.0% | +51.5% | +51.3% |
| 1Y | +49.5% | +14.4% | +35.1% | +36.6% |
| 3Y | +76.5% | +127.5% | -51.0% | +8.9% |
| All | +65.2% | +190.0% | -124.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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