+1,315.3%
AMAT vs TXN
+471.9%
+843.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.6% | +4.7% | +5.0% |
| 7D | -1.1% | -2.1% | +1.0% | +1.6% |
| 30D | -26.9% | +4.7% | -31.7% | -29.7% |
| 3M | -31.2% | +3.9% | -35.1% | -33.3% |
| 6M | -14.7% | +3.8% | -18.5% | -16.9% |
| YTD | +44.7% | +74.2% | -29.5% | -19.1% |
| 1Y | +62.0% | +88.2% | -26.3% | -16.6% |
| 3Y | +165.0% | +124.0% | +41.0% | +3.2% |
| 5Y | +147.1% | +78.4% | +68.7% | +27.5% |
| 10Y | +1,315.3% | +455.6% | +859.7% | +120.6% |
| All | +1,315.3% | +471.9% | +843.4% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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