+468.5%
TXN vs MSCI
+811.9%
-343.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.4% |
| 7D | +9.5% | +3.0% | +6.5% | +8.1% |
| 30D | +8.7% | +17.8% | -9.1% | +1.2% |
| 3M | +11.6% | +15.2% | -3.6% | +4.5% |
| 6M | +0.1% | +16.5% | -16.4% | -8.3% |
| YTD | +78.8% | +16.4% | +62.4% | +62.3% |
| 1Y | +91.2% | +16.8% | +74.4% | +73.1% |
| 3Y | +125.8% | +35.8% | +90.1% | +83.4% |
| 5Y | +83.8% | +7.0% | +76.8% | +62.8% |
| All | +468.5% | +811.9% | -343.4% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling