+29.1%
TXN vs MULL
+2,620.5%
-2,591.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.3% |
| 7D | +2.7% | +14.8% | -12.1% | +0.6% |
| 30D | -6.7% | +36.6% | -43.3% | -11.1% |
| 3M | -8.9% | -8.9% | 0.0% | -11.9% |
| 6M | +34.7% | +311.9% | -277.2% | +0.4% |
| YTD | +53.3% | +579.8% | -526.5% | +3.8% |
| 1Y | +45.0% | +2,421.5% | -2,376.5% | -23.9% |
| All | +29.1% | +2,620.5% | -2,591.4% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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