+124.0%
TXN vs AMC
-58.4%
+182.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +8.3% | -1.7% | +6.2% |
| 7D | -2.1% | +6.6% | -8.7% | -2.3% |
| 30D | +4.7% | +14.1% | -9.4% | +4.2% |
| 3M | +3.9% | +31.3% | -27.4% | +2.6% |
| 6M | +3.8% | +126.7% | -122.9% | -0.6% |
| YTD | +74.2% | +117.9% | -43.8% | +66.3% |
| 1Y | +88.2% | +41.1% | +47.1% | +83.8% |
| 3Y | +124.0% | -61.0% | +184.9% | +140.2% |
| All | +124.0% | -58.4% | +182.4% | +140.2% |
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