+142.7%
AMAT vs TXN
+101.2%
+41.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | -14.7% | -7.8% | -6.9% | -9.1% |
| 30D | -36.1% | -3.6% | -32.5% | -34.0% |
| 3M | -36.9% | +0.1% | -37.0% | -36.5% |
| 6M | -22.2% | -3.2% | -19.0% | -18.9% |
| YTD | +29.9% | +63.4% | -33.4% | -7.5% |
| 1Y | +43.3% | +75.6% | -32.4% | -3.4% |
| 3Y | +142.7% | +104.0% | +38.6% | +42.8% |
| All | +142.7% | +101.2% | +41.5% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling