+71.3%
TXN vs AMC
-67.8%
+139.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | -9.5% | -1.2% | -8.3% | -9.5% |
| 3M | -10.5% | +42.2% | -52.8% | -12.3% |
| 6M | +35.4% | +118.8% | -83.4% | +29.0% |
| YTD | +51.8% | +64.1% | -12.4% | +46.5% |
| 1Y | +42.9% | -9.5% | +52.5% | +42.3% |
| 3Y | +71.3% | -64.3% | +135.7% | +75.4% |
| All | +71.3% | -67.8% | +139.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling