+125.8%
TXN vs AME
+64.2%
+61.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.2% |
| 7D | +9.5% | +5.9% | +3.6% | +4.5% |
| 30D | +8.7% | -1.9% | +10.6% | +10.5% |
| 3M | +11.6% | -5.4% | +16.9% | +16.7% |
| 6M | +0.1% | +4.9% | -4.8% | -3.1% |
| YTD | +78.8% | +18.5% | +60.3% | +59.1% |
| 1Y | +91.2% | +25.5% | +65.8% | +63.5% |
| 3Y | +125.8% | +63.0% | +62.8% | +65.9% |
| All | +125.8% | +64.2% | +61.6% | +65.9% |
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