+59.6%
TXN vs MKTX
-60.5%
+120.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -2.9% | +0.7% | -3.6% | -2.9% |
| 3M | -9.1% | +40.8% | -49.9% | -13.2% |
| 6M | +36.6% | -8.0% | +44.6% | +38.4% |
| YTD | +57.5% | -8.7% | +66.2% | +59.6% |
| 1Y | +49.5% | -11.8% | +61.4% | +52.2% |
| 3Y | +76.5% | -24.0% | +100.6% | +79.1% |
| All | +59.6% | -60.5% | +120.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling