+419.8%
TXN vs MTB
+173.8%
+246.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -2.9% | -4.8% | +1.9% | -1.1% |
| 3M | -9.1% | +6.0% | -15.0% | -11.3% |
| 6M | +36.6% | +19.6% | +17.0% | +27.5% |
| YTD | +57.5% | +21.5% | +36.0% | +45.9% |
| 1Y | +49.5% | +24.7% | +24.8% | +37.0% |
| 3Y | +76.5% | +108.6% | -32.0% | +34.8% |
| 5Y | +62.4% | +106.7% | -44.3% | +20.6% |
| All | +419.8% | +173.8% | +246.0% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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