+419.8%
TXN vs ACM
+134.0%
+285.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.4% |
| 7D | +4.0% | -4.6% | +8.6% | +5.9% |
| 30D | -2.9% | +4.1% | -6.9% | -4.8% |
| 3M | -9.1% | -8.3% | -0.8% | -7.1% |
| 6M | +36.6% | -30.1% | +66.7% | +55.5% |
| YTD | +57.5% | -32.6% | +90.1% | +80.4% |
| 1Y | +49.5% | -49.6% | +99.1% | +93.8% |
| 3Y | +76.5% | -23.0% | +99.6% | +87.6% |
| 5Y | +62.4% | +2.0% | +60.4% | +51.6% |
| All | +419.8% | +134.0% | +285.8% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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