+426.9%
TXN vs MAS
+213.7%
+213.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -7.8% | +2.0% | -9.8% | -8.7% |
| 30D | -3.6% | +19.4% | -22.9% | -11.9% |
| 3M | +0.1% | +9.4% | -9.3% | -4.8% |
| 6M | -3.2% | +15.3% | -18.5% | -11.4% |
| YTD | +63.4% | +31.3% | +32.0% | +38.5% |
| 1Y | +75.6% | +34.9% | +40.7% | +46.7% |
| 3Y | +104.0% | +58.6% | +45.4% | +53.8% |
| 5Y | +65.0% | +40.7% | +24.3% | +29.1% |
| All | +426.9% | +213.7% | +213.3% | +166.0% |
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