+21,202.8%
TXN vs MRSH
+3,263.4%
+17,939.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -4.8% | +8.7% | +6.4% |
| 30D | -2.9% | -6.3% | +3.5% | +0.1% |
| 3M | -9.1% | +5.8% | -14.9% | -13.1% |
| 6M | +36.6% | +2.8% | +33.8% | +31.1% |
| YTD | +57.5% | -3.1% | +60.6% | +54.8% |
| 1Y | +49.5% | -11.3% | +60.8% | +53.0% |
| 3Y | +76.5% | -5.0% | +81.5% | +72.0% |
| 5Y | +62.4% | +19.2% | +43.2% | +40.1% |
| 10Y | +429.7% | +217.4% | +212.3% | +175.8% |
| All | +21,202.8% | +3,263.4% | +17,939.4% | +3,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling