+76.5%
TXN vs MGY
+25.2%
+51.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | +3.5% | +0.4% | +2.9% |
| 30D | -2.9% | +5.3% | -8.1% | -4.4% |
| 3M | -9.1% | +2.6% | -11.7% | -10.2% |
| 6M | +36.6% | -3.3% | +39.9% | +36.0% |
| YTD | +57.5% | +29.2% | +28.3% | +38.5% |
| 1Y | +49.5% | +18.0% | +31.5% | +36.2% |
| 3Y | +76.5% | +30.0% | +46.5% | +51.5% |
| All | +76.5% | +25.2% | +51.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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