+53.7%
TXN vs AEM
+298.9%
-245.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | +2.0% | -5.0% | +7.0% | +2.7% |
| 30D | -8.0% | +8.5% | -16.4% | -9.3% |
| 3M | -7.8% | +29.3% | -37.0% | -11.6% |
| 6M | +32.4% | -12.9% | +45.3% | +33.5% |
| YTD | +51.7% | +16.8% | +34.9% | +47.0% |
| 1Y | +44.3% | +29.8% | +14.5% | +37.6% |
| 3Y | +71.3% | +336.7% | -265.5% | +35.2% |
| All | +53.7% | +298.9% | -245.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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