+65.9%
TXN vs AMBA
-70.4%
+136.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -1.9% |
| 7D | -7.8% | -7.2% | -0.6% | -5.9% |
| 30D | -3.6% | -10.4% | +6.8% | -0.8% |
| 3M | +0.1% | -30.1% | +30.2% | +9.6% |
| 6M | -3.2% | -22.4% | +19.2% | 0.0% |
| YTD | +63.4% | -17.3% | +80.7% | +63.7% |
| 1Y | +75.6% | -35.4% | +111.0% | +86.2% |
| 3Y | +104.0% | +18.6% | +85.4% | +69.9% |
| All | +65.9% | -70.4% | +136.3% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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