+1,444.9%
TXN vs MSCI
+3,122.5%
-1,677.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.8% | +6.3% |
| 7D | -2.1% | +1.5% | -3.5% | -2.5% |
| 30D | +4.7% | +14.4% | -9.7% | -0.2% |
| 3M | +3.9% | +15.2% | -11.3% | -1.6% |
| 6M | +3.8% | +11.2% | -7.4% | -1.7% |
| YTD | +74.2% | +13.9% | +60.2% | +62.5% |
| 1Y | +88.2% | +12.5% | +75.7% | +76.2% |
| 3Y | +124.0% | +32.3% | +91.7% | +93.2% |
| 5Y | +78.4% | +4.9% | +73.5% | +63.8% |
| 10Y | +455.6% | +779.7% | -324.1% | +149.3% |
| All | +1,444.9% | +3,122.5% | -1,677.6% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling