+56.4%
TXN vs ATI
+1,021.8%
-965.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | 0.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.8% |
| 30D | -8.0% | -13.5% | +5.5% | -4.1% |
| 3M | -7.8% | +8.5% | -16.3% | -10.0% |
| 6M | +32.4% | +25.2% | +7.2% | +23.7% |
| YTD | +51.7% | +73.4% | -21.7% | +29.4% |
| 1Y | +44.3% | +160.5% | -116.2% | +9.4% |
| 3Y | +71.3% | +347.3% | -276.0% | +7.1% |
| 5Y | +56.4% | +1,049.0% | -992.5% | -19.7% |
| All | +56.4% | +1,021.8% | -965.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling