+1,665.8%
AMAT vs TXN
+391.5%
+1,274.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.8% |
| 7D | +7.0% | +2.2% | +4.8% | +4.8% |
| 30D | -12.2% | -9.5% | -2.7% | -3.5% |
| 3M | -3.8% | -10.5% | +6.7% | +7.6% |
| 6M | +45.9% | +35.4% | +10.6% | +5.5% |
| YTD | +84.6% | +51.8% | +32.9% | +17.1% |
| 1Y | +193.4% | +42.9% | +150.4% | +96.2% |
| 3Y | +228.1% | +71.3% | +156.7% | +67.3% |
| 5Y | +268.9% | +58.0% | +210.9% | +111.8% |
| 10Y | +1,665.8% | +393.3% | +1,272.5% | +208.5% |
| All | +1,665.8% | +391.5% | +1,274.3% | +208.5% |
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