+42.9%
TXN vs ARM
+88.5%
-45.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.5% |
| 7D | +2.2% | +11.4% | -9.2% | 0.0% |
| 30D | -9.5% | -7.4% | -2.0% | -8.3% |
| 3M | -10.5% | -24.5% | +14.0% | -6.7% |
| 6M | +35.4% | +128.7% | -93.3% | +18.5% |
| YTD | +51.8% | +139.3% | -87.5% | +31.6% |
| 1Y | +42.9% | +88.0% | -45.0% | +34.2% |
| All | +42.9% | +88.5% | -45.6% | +34.2% |
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