+468.5%
TXN vs ACM
+132.6%
+335.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +9.5% | +5.6% | +3.8% | +7.0% |
| 30D | +8.7% | +20.8% | -12.1% | +0.5% |
| 3M | +11.6% | +11.4% | +0.2% | +6.1% |
| 6M | +0.1% | +0.9% | -0.8% | -1.8% |
| YTD | +78.8% | -24.8% | +103.6% | +96.6% |
| 1Y | +91.2% | -46.4% | +137.7% | +145.1% |
| 3Y | +125.8% | -9.2% | +135.1% | +123.6% |
| 5Y | +83.8% | +5.0% | +78.8% | +68.6% |
| All | +468.5% | +132.6% | +335.9% | +259.0% |
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