+57.2%
TXN vs MP
+58.1%
-0.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -0.1% | -2.9% | +2.8% | +0.3% |
| 30D | -6.9% | +13.8% | -20.8% | -8.9% |
| 3M | -14.9% | -16.7% | +1.8% | -13.1% |
| 6M | +29.0% | -11.5% | +40.5% | +29.3% |
| YTD | +51.5% | +7.9% | +43.5% | +46.3% |
| 1Y | +41.6% | -15.0% | +56.6% | +38.8% |
| 3Y | +65.8% | +153.5% | -87.7% | +20.8% |
| All | +57.2% | +58.1% | -0.9% | +23.4% |
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