+419.8%
TXN vs MO
+114.7%
+305.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -2.9% | +7.1% | -10.0% | -4.6% |
| 3M | -9.1% | -2.0% | -7.1% | -9.4% |
| 6M | +36.6% | +7.3% | +29.3% | +32.5% |
| YTD | +57.5% | +23.5% | +34.0% | +46.6% |
| 1Y | +49.5% | +11.0% | +38.5% | +43.0% |
| 3Y | +76.5% | +95.0% | -18.4% | +39.2% |
| 5Y | +62.4% | +100.6% | -38.2% | +24.9% |
| All | +419.8% | +114.7% | +305.1% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling