Congratulations! Your portfolio returned 12.9% last year, 2.4% better than the market return of 10.5%. Your portfolio had a standard deviation of earnings equal to 17%, and the risk-free rate is equal to 3.9%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.36, did you do better or worse than the market from a risk/return perspective? The Sharpe's measure of your portfolio is (Round to two decimal places.)