+419.8%
TXN vs AME
+445.1%
-25.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.6% | +1.5% |
| 7D | +4.0% | +1.7% | +2.2% | +2.7% |
| 30D | -2.9% | -6.4% | +3.6% | +1.9% |
| 3M | -9.1% | +7.1% | -16.2% | -13.1% |
| 6M | +36.6% | +8.2% | +28.5% | +30.2% |
| YTD | +57.5% | +18.2% | +39.3% | +41.1% |
| 1Y | +49.5% | +26.7% | +22.8% | +27.4% |
| 3Y | +76.5% | +60.7% | +15.9% | +26.2% |
| 5Y | +62.4% | +91.6% | -29.2% | +2.6% |
| All | +419.8% | +445.1% | -25.3% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling