+125.8%
TXN vs MS
+177.9%
-52.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | +9.5% | +5.1% | +4.4% | +6.6% |
| 30D | +8.7% | +5.7% | +3.0% | +5.9% |
| 3M | +11.6% | -12.2% | +23.7% | +19.3% |
| 6M | +0.1% | -0.5% | +0.6% | +0.6% |
| YTD | +78.8% | +9.8% | +69.0% | +68.6% |
| 1Y | +91.2% | +17.7% | +73.5% | +73.4% |
| 3Y | +125.8% | +176.8% | -51.0% | +27.6% |
| All | +125.8% | +177.9% | -52.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 3y: compounded portfolio wealth divided by compounded MS 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…
3y analysis · Full analysis span regression · 6 months rolling