+91.2%
TXN vs ACM
-46.0%
+137.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +9.5% | +5.6% | +3.8% | +8.8% |
| 30D | +8.7% | +20.8% | -12.1% | +7.1% |
| 3M | +11.6% | +11.4% | +0.2% | +10.3% |
| 6M | +0.1% | +0.9% | -0.8% | -0.1% |
| YTD | +78.8% | -24.8% | +103.6% | +84.0% |
| 1Y | +91.2% | -46.4% | +137.7% | +107.1% |
| All | +91.2% | -46.0% | +137.2% | +107.1% |
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