+70.1%
TXN vs MAR
+63.6%
+6.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | +2.0% | -2.1% | +4.0% | +3.1% |
| 30D | -8.0% | -5.7% | -2.3% | -5.1% |
| 3M | -7.8% | -14.6% | +6.9% | +0.2% |
| 6M | +32.4% | +1.3% | +31.1% | +29.1% |
| YTD | +51.7% | +6.7% | +45.0% | +42.2% |
| 1Y | +44.3% | +26.4% | +17.9% | +20.1% |
| All | +70.1% | +63.6% | +6.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling