+1,172.2%
TXN vs AMCR
+97.2%
+1,075.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.8% |
| 7D | +2.7% | -6.3% | +8.9% | +4.6% |
| 30D | -6.7% | -7.1% | +0.4% | -4.8% |
| 3M | -8.9% | +12.7% | -21.6% | -12.5% |
| 6M | +34.7% | +5.2% | +29.5% | +31.7% |
| YTD | +53.3% | +8.1% | +45.3% | +48.0% |
| 1Y | +45.0% | +11.7% | +33.3% | +38.4% |
| 3Y | +73.1% | +9.9% | +63.2% | +65.1% |
| 5Y | +59.9% | -8.7% | +68.6% | +60.3% |
| 10Y | +415.7% | +16.8% | +398.9% | +367.4% |
| All | +1,172.2% | +97.2% | +1,075.0% | +1,032.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling