+56.4%
TXN vs MAR
+151.1%
-94.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | +2.0% | -2.1% | +4.0% | +3.0% |
| 30D | -8.0% | -5.7% | -2.3% | -5.4% |
| 3M | -7.8% | -14.6% | +6.9% | -0.8% |
| 6M | +32.4% | +1.3% | +31.1% | +30.1% |
| YTD | +51.7% | +6.7% | +45.0% | +44.6% |
| 1Y | +44.3% | +26.4% | +17.9% | +25.3% |
| 3Y | +71.3% | +64.7% | +6.5% | +30.3% |
| 5Y | +56.4% | +153.1% | -96.6% | -1.7% |
| All | +56.4% | +151.1% | -94.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling