+91.9%
TXN vs ACHR
-45.0%
+137.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.5% |
| 7D | +4.0% | -2.3% | +6.2% | +4.2% |
| 30D | -2.9% | -11.3% | +8.4% | -1.7% |
| 3M | -9.1% | +5.3% | -14.4% | -10.4% |
| 6M | +36.6% | -13.2% | +49.9% | +37.2% |
| YTD | +57.5% | -25.8% | +83.3% | +60.2% |
| 1Y | +49.5% | -34.3% | +83.8% | +52.7% |
| 3Y | +76.5% | -19.9% | +96.5% | +64.1% |
| 5Y | +62.4% | -42.7% | +105.0% | +43.0% |
| All | +91.9% | -45.0% | +137.0% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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