+350.2%
TXN vs MGY
+210.4%
+139.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | +3.5% | +0.4% | +3.2% |
| 30D | -2.9% | +5.3% | -8.1% | -4.0% |
| 3M | -9.1% | +2.6% | -11.7% | -10.0% |
| 6M | +36.6% | -3.3% | +39.9% | +36.2% |
| YTD | +57.5% | +29.2% | +28.3% | +46.9% |
| 1Y | +49.5% | +18.0% | +31.5% | +42.1% |
| 3Y | +76.5% | +30.0% | +46.5% | +63.0% |
| 5Y | +62.4% | +92.7% | -30.3% | +34.7% |
| All | +350.2% | +210.4% | +139.8% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling