+57.2%
TXN vs MOD
+1,486.5%
-1,429.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.9% |
| 7D | -0.1% | +9.6% | -9.7% | -2.0% |
| 30D | -6.9% | 0.0% | -7.0% | -7.0% |
| 3M | -14.9% | -35.4% | +20.4% | -7.3% |
| 6M | +29.0% | -7.3% | +36.3% | +30.2% |
| YTD | +51.5% | +45.8% | +5.7% | +39.1% |
| 1Y | +41.6% | +43.1% | -1.6% | +28.9% |
| 3Y | +65.8% | +297.7% | -231.9% | +13.9% |
| All | +57.2% | +1,486.5% | -1,429.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling