+32.8%
TXN vs AMRZ
-20.3%
+53.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +2.0% | -8.1% | +10.1% | +3.1% |
| 30D | -8.0% | -14.8% | +6.9% | -6.0% |
| 3M | -7.8% | -19.7% | +12.0% | -5.1% |
| 6M | +32.4% | -30.8% | +63.2% | +38.0% |
| YTD | +51.7% | -24.3% | +76.0% | +56.4% |
| 1Y | +44.3% | -24.0% | +68.3% | +46.3% |
| All | +32.8% | -20.3% | +53.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling