+75.6%
TXN vs MAS
+32.5%
+43.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | -7.8% | +2.4% | -10.2% | -8.3% |
| 30D | -3.6% | +19.8% | -23.4% | -9.0% |
| 3M | +0.1% | +9.8% | -9.7% | -2.9% |
| 6M | -3.2% | +15.8% | -19.0% | -8.8% |
| YTD | +63.4% | +31.8% | +31.5% | +40.2% |
| 1Y | +75.6% | +35.4% | +40.2% | +48.8% |
| All | +75.6% | +32.5% | +43.1% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling