+2,878.7%
TXN vs AMT
+1,311.4%
+1,567.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -6.9% | +4.6% | -11.6% | -8.2% |
| 3M | -14.9% | -8.4% | -6.5% | -13.5% |
| 6M | +29.0% | -6.0% | +35.0% | +29.9% |
| YTD | +51.5% | +2.1% | +49.3% | +48.7% |
| 1Y | +41.6% | -6.4% | +47.9% | +42.1% |
| 3Y | +65.8% | +8.1% | +57.8% | +56.0% |
| 5Y | +56.8% | -31.9% | +88.7% | +66.1% |
| 10Y | +387.5% | +97.1% | +290.3% | +281.2% |
| All | +2,878.7% | +1,311.4% | +1,567.3% | +1,162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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