+99.7%
TXN vs AMCR
+32.3%
+67.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.9% |
| 7D | +1.0% | +6.2% | -5.2% | -0.2% |
| 30D | +6.1% | +16.0% | -9.9% | +3.0% |
| 3M | +10.4% | +4.4% | +6.0% | +9.4% |
| 6M | +12.6% | +35.5% | -22.9% | +4.2% |
| YTD | +83.5% | +21.5% | +61.9% | +70.9% |
| 1Y | +99.7% | +30.7% | +69.0% | +83.3% |
| All | +99.7% | +32.3% | +67.5% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling