+106.1%
TXN vs ARM
+256.1%
-150.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.2% |
| 7D | +12.3% | +19.8% | -7.5% | +8.3% |
| 30D | +9.1% | -21.8% | +30.9% | +13.9% |
| 3M | +13.5% | -26.5% | +40.0% | +19.1% |
| 6M | +6.9% | -3.9% | +10.8% | +5.0% |
| YTD | +84.0% | +82.8% | +1.3% | +58.6% |
| 1Y | +95.8% | +34.3% | +61.5% | +78.4% |
| 3Y | +130.3% | +282.2% | -151.9% | +66.1% |
| All | +106.1% | +256.1% | -150.1% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling