+1,292.5%
TXN vs AMBA
+837.3%
+455.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | -0.1% | -11.0% | +10.9% | +2.6% |
| 30D | -6.9% | -23.2% | +16.2% | -1.1% |
| 3M | -14.9% | -12.7% | -2.2% | -13.6% |
| 6M | +29.0% | +11.2% | +17.8% | +22.5% |
| YTD | +51.5% | -11.2% | +62.7% | +50.3% |
| 1Y | +41.6% | -22.5% | +64.1% | +42.9% |
| 3Y | +65.8% | -1.3% | +67.1% | +50.8% |
| 5Y | +56.8% | -54.2% | +111.0% | +55.2% |
| 10Y | +387.5% | -6.1% | +393.6% | +276.5% |
| All | +1,292.5% | +837.3% | +455.2% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling