+84.6%
TXN vs MP
-13.0%
+97.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -3.4% |
| 7D | +9.5% | +9.5% | 0.0% | +7.9% |
| 30D | +8.7% | -3.0% | +11.7% | +9.1% |
| 3M | +11.6% | -30.4% | +41.9% | +17.3% |
| 6M | +0.1% | -39.2% | +39.3% | +6.6% |
| YTD | +78.8% | -23.3% | +102.1% | +81.0% |
| 1Y | +91.2% | -32.6% | +123.9% | +96.6% |
| 3Y | +125.8% | +159.3% | -33.4% | +57.0% |
| All | +84.6% | -13.0% | +97.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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