+36.6%
TXN vs MRSH
+2.6%
+34.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.7% |
| 7D | +4.0% | -4.8% | +8.7% | +0.5% |
| 30D | -2.9% | -6.3% | +3.5% | -7.1% |
| 3M | -9.1% | +5.8% | -14.9% | -2.9% |
| 6M | +36.6% | +2.8% | +33.8% | +46.7% |
| All | +36.6% | +2.6% | +34.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 6mo: compounded portfolio wealth divided by compounded MRSH 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…
6mo analysis · Full analysis span regression · 6 months rolling