+419.8%
TXN vs ATI
+1,154.1%
-734.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -5.6% | +9.6% | +5.3% |
| 30D | -2.9% | -13.7% | +10.9% | +0.4% |
| 3M | -9.1% | -0.4% | -8.7% | -9.1% |
| 6M | +36.6% | +26.2% | +10.4% | +29.3% |
| YTD | +57.5% | +73.2% | -15.7% | +38.9% |
| 1Y | +49.5% | +161.6% | -112.1% | +19.9% |
| 3Y | +76.5% | +346.2% | -269.6% | +23.0% |
| 5Y | +62.4% | +1,047.6% | -985.2% | -8.2% |
| All | +419.8% | +1,154.1% | -734.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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