+70.1%
TXN vs AME
+54.6%
+15.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | +2.0% | 0.0% | +1.9% | +2.0% |
| 30D | -8.0% | -8.6% | +0.6% | -1.2% |
| 3M | -7.8% | +5.8% | -13.5% | -11.2% |
| 6M | +32.4% | +3.8% | +28.6% | +29.6% |
| YTD | +51.7% | +14.4% | +37.3% | +38.6% |
| 1Y | +44.3% | +25.8% | +18.5% | +23.2% |
| All | +70.1% | +54.6% | +15.5% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling