+104.0%
TXN vs MOD
+129.2%
-25.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.5% |
| 7D | -7.8% | -25.5% | +17.7% | -2.5% |
| 30D | -3.6% | -49.0% | +45.4% | +10.4% |
| 3M | +0.1% | -49.8% | +49.9% | +14.4% |
| 6M | -3.2% | -64.8% | +61.6% | +18.7% |
| YTD | +63.4% | -27.6% | +91.0% | +73.0% |
| 1Y | +75.6% | -35.2% | +110.8% | +88.4% |
| 3Y | +104.0% | +137.1% | -33.1% | +39.5% |
| All | +104.0% | +129.2% | -25.2% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling