+71.3%
TXN vs ACM
-19.8%
+91.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | -9.5% | -12.9% | +3.4% | -5.7% |
| 3M | -10.5% | -6.4% | -4.2% | -9.4% |
| 6M | +35.4% | -29.2% | +64.6% | +52.3% |
| YTD | +51.8% | -29.9% | +81.7% | +69.4% |
| 1Y | +42.9% | -47.3% | +90.2% | +83.3% |
| 3Y | +71.3% | -19.6% | +91.0% | +68.5% |
| All | +71.3% | -19.8% | +91.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling