+20,427.4%
TXN vs AME
+18,712.2%
+1,715.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +0.9% |
| 30D | -9.5% | -6.3% | -3.2% | -6.7% |
| 3M | -10.5% | +5.4% | -15.9% | -12.5% |
| 6M | +35.4% | +7.4% | +27.9% | +31.7% |
| YTD | +51.8% | +16.2% | +35.6% | +42.4% |
| 1Y | +42.9% | +26.8% | +16.1% | +28.6% |
| 3Y | +71.3% | +57.5% | +13.8% | +39.2% |
| 5Y | +58.0% | +84.8% | -26.8% | +19.7% |
| 10Y | +393.3% | +424.3% | -31.1% | +136.8% |
| All | +20,427.4% | +18,712.2% | +1,715.2% | +3,182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling