+419.8%
TXN vs MAR
+450.9%
-31.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | -2.9% | -5.4% | +2.6% | -0.7% |
| 3M | -9.1% | -15.5% | +6.4% | -3.2% |
| 6M | +36.6% | +3.0% | +33.7% | +34.2% |
| YTD | +57.5% | +8.5% | +49.0% | +51.0% |
| 1Y | +49.5% | +26.0% | +23.6% | +34.6% |
| 3Y | +76.5% | +68.6% | +7.9% | +42.0% |
| 5Y | +62.4% | +157.4% | -95.0% | +10.4% |
| All | +419.8% | +450.9% | -31.1% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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