+3,135.2%
TXN vs MAR
+2,439.3%
+695.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.9% |
| 30D | -9.5% | -6.9% | -2.6% | -6.8% |
| 3M | -10.5% | -15.8% | +5.3% | -4.3% |
| 6M | +35.4% | +1.9% | +33.4% | +33.4% |
| YTD | +51.8% | +6.6% | +45.1% | +46.4% |
| 1Y | +42.9% | +23.7% | +19.3% | +29.0% |
| 3Y | +71.3% | +64.6% | +6.8% | +37.1% |
| 5Y | +58.0% | +156.4% | -98.3% | +2.9% |
| 10Y | +393.3% | +415.4% | -22.1% | +117.9% |
| All | +3,135.2% | +2,439.3% | +695.9% | +498.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling