+99.7%
TXN vs ARM
+18.4%
+81.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.7% |
| 7D | +1.0% | -18.7% | +19.7% | +5.2% |
| 30D | +6.1% | -36.7% | +42.8% | +15.7% |
| 3M | +10.4% | -31.6% | +42.0% | +17.6% |
| 6M | +12.6% | -5.6% | +18.2% | +13.2% |
| YTD | +83.5% | +75.5% | +8.0% | +68.7% |
| 1Y | +99.7% | +19.3% | +80.4% | +109.1% |
| All | +99.7% | +18.4% | +81.3% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling