+20,419.5%
TXN vs AFL
+18,431.1%
+1,988.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +2.0% | -3.3% | +5.3% | +3.0% |
| 30D | -8.0% | -5.0% | -3.0% | -6.6% |
| 3M | -7.8% | -1.8% | -6.0% | -7.7% |
| 6M | +32.4% | +4.8% | +27.6% | +29.8% |
| YTD | +51.7% | +5.4% | +46.3% | +48.4% |
| 1Y | +44.3% | +9.0% | +35.3% | +39.6% |
| 3Y | +71.3% | +63.0% | +8.2% | +45.6% |
| 5Y | +56.4% | +134.5% | -78.1% | +18.6% |
| 10Y | +410.2% | +298.6% | +111.6% | +222.0% |
| All | +20,419.5% | +18,431.1% | +1,988.4% | +4,130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling