+20,427.4%
TXN vs MTB
+8,245.1%
+12,182.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.2% | +2.8% | -0.6% | +1.1% |
| 30D | -9.5% | -4.2% | -5.3% | -8.0% |
| 3M | -10.5% | +7.8% | -18.3% | -13.3% |
| 6M | +35.4% | +14.8% | +20.5% | +28.0% |
| YTD | +51.8% | +20.8% | +31.0% | +40.5% |
| 1Y | +42.9% | +23.1% | +19.8% | +31.3% |
| 3Y | +71.3% | +114.8% | -43.5% | +26.6% |
| 5Y | +58.0% | +103.3% | -45.3% | +14.9% |
| 10Y | +393.3% | +173.0% | +220.3% | +194.4% |
| All | +20,427.4% | +8,245.1% | +12,182.3% | +3,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling