+100,756.0%
AMAT vs TXN
+23,067.1%
+77,689.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.4% |
| 7D | -14.7% | -7.8% | -6.9% | -9.0% |
| 30D | -36.1% | -3.6% | -32.5% | -34.1% |
| 3M | -36.9% | +0.1% | -37.0% | -36.6% |
| 6M | -22.2% | -3.2% | -19.0% | -19.1% |
| YTD | +29.9% | +63.4% | -33.4% | -11.6% |
| 1Y | +43.3% | +75.6% | -32.4% | -7.8% |
| 3Y | +142.7% | +104.0% | +38.6% | +35.8% |
| 5Y | +126.2% | +65.0% | +61.2% | +54.8% |
| 10Y | +1,211.7% | +437.9% | +773.8% | +310.8% |
| All | +100,756.0% | +23,067.1% | +77,689.0% | +2,269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling