+1,577.4%
TXN vs AMBA
+831.3%
+746.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.3% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | +10.5% | -3.6% | +14.1% | +11.5% |
| 3M | +10.7% | -24.6% | +35.3% | +17.7% |
| 6M | +5.1% | -21.6% | +26.7% | +8.1% |
| YTD | +82.5% | -11.8% | +94.3% | +80.6% |
| 1Y | +98.2% | -33.2% | +131.4% | +107.4% |
| 3Y | +128.4% | +24.5% | +103.9% | +96.7% |
| 5Y | +89.0% | -67.7% | +156.7% | +101.4% |
| 10Y | +481.5% | +4.7% | +476.8% | +342.2% |
| All | +1,577.4% | +831.3% | +746.1% | +817.9% |
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 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