+99.7%
TXN vs MXL
+276.5%
-176.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.1% | +10.8% | +0.9% |
| 7D | +1.0% | -24.3% | +25.4% | +4.1% |
| 30D | +6.1% | -46.1% | +52.2% | +12.9% |
| 3M | +10.4% | -21.8% | +32.2% | +12.2% |
| 6M | +12.6% | -27.2% | +39.8% | +14.4% |
| YTD | +83.5% | +226.2% | -142.7% | +44.6% |
| 1Y | +99.7% | +297.0% | -197.3% | +46.5% |
| All | +99.7% | +276.5% | -176.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling