+419.8%
TXN vs MXL
+313.4%
+106.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.5% | -3.7% | +2.1% |
| 7D | +4.0% | +18.9% | -14.9% | -0.1% |
| 30D | -2.9% | +0.3% | -3.2% | -3.5% |
| 3M | -9.1% | -8.0% | -1.1% | -11.0% |
| 6M | +36.6% | +341.2% | -304.6% | -18.7% |
| YTD | +57.5% | +327.8% | -270.3% | -6.2% |
| 1Y | +49.5% | +364.9% | -315.4% | -14.1% |
| 3Y | +76.5% | +229.2% | -152.7% | -3.8% |
| 5Y | +62.4% | +42.8% | +19.6% | +6.4% |
| All | +419.8% | +313.4% | +106.4% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling