+1,362.0%
AMAT vs TXN
+484.1%
+877.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -4.4% |
| 7D | +19.3% | +12.3% | +7.0% | +7.0% |
| 30D | -17.9% | +9.1% | -27.0% | -23.9% |
| 3M | -30.4% | +13.5% | -44.0% | -38.1% |
| 6M | -11.4% | +6.9% | -18.4% | -16.1% |
| YTD | +48.8% | +84.0% | -35.3% | -21.1% |
| 1Y | +66.0% | +95.8% | -29.8% | -17.5% |
| 3Y | +158.8% | +130.3% | +28.5% | -1.5% |
| 5Y | +153.2% | +89.2% | +64.0% | +23.4% |
| All | +1,362.0% | +484.1% | +877.9% | +121.5% |
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