+56.4%
TXN vs MTB
+101.1%
-44.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -8.0% | -4.6% | -3.4% | -6.2% |
| 3M | -7.8% | +7.4% | -15.2% | -10.7% |
| 6M | +32.4% | +18.7% | +13.7% | +23.1% |
| YTD | +51.7% | +21.1% | +30.6% | +39.5% |
| 1Y | +44.3% | +24.1% | +20.2% | +31.2% |
| 3Y | +71.3% | +115.3% | -44.1% | +28.9% |
| 5Y | +56.4% | +106.0% | -49.6% | +19.7% |
| All | +56.4% | +101.1% | -44.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling