+426.9%
TXN vs MAS
+214.9%
+212.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.5% |
| 7D | -7.8% | +2.4% | -10.2% | -8.9% |
| 30D | -3.6% | +19.8% | -23.4% | -12.1% |
| 3M | +0.1% | +9.8% | -9.7% | -4.9% |
| 6M | -3.2% | +15.8% | -19.0% | -11.5% |
| YTD | +63.4% | +31.8% | +31.5% | +38.3% |
| 1Y | +75.6% | +35.4% | +40.2% | +46.4% |
| 3Y | +104.0% | +59.2% | +44.8% | +53.6% |
| 5Y | +65.0% | +41.2% | +23.8% | +28.8% |
| All | +426.9% | +214.9% | +212.1% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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