+455.6%
TXN vs MOD
+1,005.7%
-550.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.9% | -3.3% | +4.7% |
| 7D | -2.1% | -13.9% | +11.9% | +0.2% |
| 30D | +4.7% | -41.5% | +46.3% | +15.0% |
| 3M | +3.9% | -45.7% | +49.6% | +15.2% |
| 6M | +3.8% | -61.1% | +64.9% | +21.9% |
| YTD | +74.2% | -20.5% | +94.7% | +77.8% |
| 1Y | +88.2% | -32.1% | +120.3% | +96.4% |
| 3Y | +124.0% | +146.5% | -22.5% | +74.9% |
| 5Y | +78.4% | +812.7% | -734.4% | +6.4% |
| 10Y | +455.6% | +966.8% | -511.3% | +233.0% |
| All | +455.6% | +1,005.7% | -550.2% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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