+1,272.6%
TXN vs ACM
+250.9%
+1,021.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | -0.5% | +3.0% | -3.5% | -1.5% |
| 30D | +10.5% | +19.7% | -9.2% | +3.7% |
| 3M | +10.7% | +5.3% | +5.4% | +8.0% |
| 6M | +5.1% | -10.8% | +15.9% | +7.8% |
| YTD | +82.5% | -25.1% | +107.6% | +97.6% |
| 1Y | +98.2% | -45.8% | +144.0% | +140.9% |
| 3Y | +128.4% | -9.4% | +137.7% | +128.6% |
| 5Y | +89.0% | +4.8% | +84.2% | +78.5% |
| 10Y | +481.5% | +129.8% | +351.8% | +297.5% |
| All | +1,272.6% | +250.9% | +1,021.7% | +649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling