+1,611.7%
TXN vs MKTX
+1,443.5%
+168.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | -8.0% | +0.8% | -8.8% | -8.1% |
| 3M | -7.8% | +41.1% | -48.9% | -14.7% |
| 6M | +32.4% | -9.5% | +42.0% | +33.5% |
| YTD | +51.7% | -8.7% | +60.4% | +52.3% |
| 1Y | +44.3% | -10.0% | +54.3% | +45.0% |
| 3Y | +71.3% | -24.6% | +95.9% | +73.9% |
| 5Y | +56.4% | -60.3% | +116.7% | +78.2% |
| 10Y | +410.2% | +5.0% | +405.2% | +362.3% |
| All | +1,611.7% | +1,443.5% | +168.2% | +691.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling