+59.9%
TXN vs ACM
+2.7%
+57.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +2.2% |
| 7D | +2.7% | -3.7% | +6.3% | +4.1% |
| 30D | -6.7% | -12.7% | +5.9% | -2.2% |
| 3M | -8.9% | -9.8% | +0.9% | -6.2% |
| 6M | +34.7% | -31.4% | +66.1% | +56.1% |
| YTD | +53.3% | -32.1% | +85.4% | +76.4% |
| 1Y | +45.0% | -47.8% | +92.8% | +90.2% |
| 3Y | +73.1% | -22.1% | +95.2% | +78.4% |
| 5Y | +59.9% | +1.8% | +58.1% | +43.1% |
| All | +59.9% | +2.7% | +57.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling