+59.6%
TXN vs ACI
-39.5%
+99.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.6% |
| 7D | +4.0% | -3.7% | +7.7% | +4.2% |
| 30D | -2.9% | +0.6% | -3.4% | -3.0% |
| 3M | -9.1% | -20.3% | +11.2% | -7.8% |
| 6M | +36.6% | -24.7% | +61.3% | +39.0% |
| YTD | +57.5% | -27.2% | +84.7% | +60.5% |
| 1Y | +49.5% | -32.7% | +82.3% | +53.6% |
| 3Y | +76.5% | -43.9% | +120.5% | +84.5% |
| All | +59.6% | -39.5% | +99.1% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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