+76.5%
TXN vs MDY
+48.5%
+28.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +2.9% |
| 7D | +4.0% | -1.9% | +5.8% | +6.3% |
| 30D | -2.9% | -4.6% | +1.8% | +2.8% |
| 3M | -9.1% | -1.2% | -7.9% | -7.3% |
| 6M | +36.6% | +9.2% | +27.4% | +25.1% |
| YTD | +57.5% | +13.1% | +44.4% | +38.3% |
| 1Y | +49.5% | +13.0% | +36.5% | +31.4% |
| 3Y | +76.5% | +49.2% | +27.3% | +13.7% |
| All | +76.5% | +48.5% | +28.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling