+32.6%
TXN vs AMRZ
-13.6%
+46.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -1.9% | +1.8% | +0.2% |
| 30D | -6.9% | -16.9% | +10.0% | -4.6% |
| 3M | -14.9% | -19.2% | +4.3% | -12.6% |
| 6M | +29.0% | -29.3% | +58.3% | +33.6% |
| YTD | +51.5% | -18.0% | +69.4% | +54.6% |
| 1Y | +41.6% | -15.1% | +56.6% | +42.2% |
| All | +32.6% | -13.6% | +46.2% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling