+419.8%
TXN vs MDY
+177.2%
+242.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.0% |
| 7D | +4.0% | -1.9% | +5.8% | +5.9% |
| 30D | -2.9% | -4.6% | +1.8% | +1.8% |
| 3M | -9.1% | -1.2% | -7.9% | -7.6% |
| 6M | +36.6% | +9.2% | +27.4% | +26.8% |
| YTD | +57.5% | +13.1% | +44.4% | +41.2% |
| 1Y | +49.5% | +13.0% | +36.5% | +34.3% |
| 3Y | +76.5% | +49.2% | +27.3% | +23.4% |
| 5Y | +62.4% | +47.2% | +15.1% | +14.6% |
| All | +419.8% | +177.2% | +242.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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