+76.5%
TXN vs AMCR
+6.5%
+70.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.4% |
| 7D | +4.0% | -6.3% | +10.2% | +6.3% |
| 30D | -2.9% | -7.8% | +4.9% | -0.2% |
| 3M | -9.1% | +7.5% | -16.6% | -12.3% |
| 6M | +36.6% | +2.7% | +33.9% | +33.6% |
| YTD | +57.5% | +6.0% | +51.5% | +50.5% |
| 1Y | +49.5% | +7.8% | +41.7% | +41.6% |
| 3Y | +76.5% | +5.8% | +70.8% | +63.5% |
| All | +76.5% | +6.5% | +70.1% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling