+247.2%
AMAT vs TXN
+57.3%
+189.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +2.7% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | -14.8% | -6.9% | -7.9% | -9.4% |
| 3M | -9.3% | -14.9% | +5.7% | +5.3% |
| 6M | +27.4% | +29.0% | -1.6% | +0.4% |
| YTD | +77.6% | +51.5% | +26.1% | +19.1% |
| 1Y | +188.9% | +41.6% | +147.4% | +105.4% |
| 3Y | +202.3% | +65.8% | +136.5% | +67.8% |
| All | +247.2% | +57.3% | +189.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling