+22,059.6%
TXN vs MAS
+1,664.8%
+20,394.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.4% | -7.3% | -9.5% |
| 7D | -10.7% | +4.6% | -15.2% | -12.0% |
| 30D | -6.0% | +19.9% | -25.8% | -11.8% |
| 3M | +0.6% | +8.9% | -8.3% | -2.6% |
| 6M | 0.0% | +20.2% | -20.2% | -7.1% |
| YTD | +63.8% | +33.9% | +29.9% | +46.0% |
| 1Y | +73.8% | +34.7% | +39.1% | +54.4% |
| 3Y | +100.9% | +60.4% | +40.5% | +67.2% |
| 5Y | +65.5% | +43.5% | +22.0% | +41.2% |
| 10Y | +439.5% | +226.7% | +212.8% | +247.7% |
| All | +22,059.6% | +1,664.8% | +20,394.8% | +6,940.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling