+472.7%
TXN vs MET
+1,269.7%
-797.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | -9.5% | -2.3% | -7.2% | -8.9% |
| 3M | -10.5% | +13.9% | -24.4% | -14.6% |
| 6M | +35.4% | +34.8% | +0.6% | +22.2% |
| YTD | +51.8% | +23.5% | +28.2% | +40.6% |
| 1Y | +42.9% | +23.4% | +19.5% | +32.3% |
| 3Y | +71.3% | +64.9% | +6.5% | +44.6% |
| 5Y | +58.0% | +82.0% | -24.0% | +28.1% |
| 10Y | +393.3% | +244.4% | +148.9% | +217.8% |
| All | +472.7% | +1,269.7% | -797.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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