+419.8%
TXN vs MOH
+264.4%
+155.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.5% |
| 7D | +4.0% | +1.7% | +2.3% | +3.7% |
| 30D | -2.9% | -0.9% | -2.0% | -2.8% |
| 3M | -9.1% | +5.7% | -14.8% | -10.4% |
| 6M | +36.6% | +39.1% | -2.5% | +28.0% |
| YTD | +57.5% | +17.7% | +39.8% | +50.3% |
| 1Y | +49.5% | +8.4% | +41.2% | +43.7% |
| 3Y | +76.5% | -36.6% | +113.1% | +79.3% |
| 5Y | +62.4% | -19.1% | +81.5% | +54.4% |
| All | +419.8% | +264.4% | +155.4% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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