-3.2%
TXN vs ARM
-24.7%
+21.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -1.4% |
| 7D | -7.8% | -15.2% | +7.4% | -4.3% |
| 30D | -3.6% | -40.7% | +37.1% | +7.3% |
| 3M | +0.1% | -39.1% | +39.2% | +9.9% |
| 6M | -3.2% | -26.4% | +23.2% | +11.3% |
| All | -3.2% | -24.7% | +21.5% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling