+149.5%
TXN vs ACI
+21.8%
+127.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | +2.2% | -2.6% | +4.8% | +2.3% |
| 30D | -9.5% | +1.1% | -10.6% | -9.6% |
| 3M | -10.5% | -23.6% | +13.1% | -9.3% |
| 6M | +35.4% | -29.9% | +65.3% | +37.9% |
| YTD | +51.8% | -26.9% | +78.6% | +54.0% |
| 1Y | +42.9% | -34.2% | +77.2% | +46.1% |
| 3Y | +71.3% | -43.6% | +115.0% | +76.8% |
| 5Y | +58.0% | -42.4% | +100.4% | +61.4% |
| All | +149.5% | +21.8% | +127.7% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling