+70.1%
TXN vs ATI
+341.5%
-271.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | +0.1% |
| 7D | +2.0% | -2.7% | +4.7% | +2.8% |
| 30D | -8.0% | -13.5% | +5.5% | -3.8% |
| 3M | -7.8% | +8.5% | -16.3% | -10.2% |
| 6M | +32.4% | +25.2% | +7.2% | +23.1% |
| YTD | +51.7% | +73.4% | -21.7% | +28.4% |
| 1Y | +44.3% | +160.5% | -116.2% | +7.7% |
| All | +70.1% | +341.5% | -271.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling