+44.3%
TXN vs ACM
-48.9%
+93.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | +2.0% | -5.9% | +7.9% | +2.4% |
| 30D | -8.0% | -6.2% | -1.8% | -7.5% |
| 3M | -7.8% | -7.9% | +0.1% | -7.2% |
| 6M | +32.4% | -30.6% | +63.0% | +38.5% |
| YTD | +51.7% | -33.3% | +85.0% | +59.0% |
| 1Y | +44.3% | -49.2% | +93.5% | +60.9% |
| All | +44.3% | -48.9% | +93.2% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling