+469.9%
TXN vs F
+79.7%
+390.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.8% | +1.0% | -4.8% | -4.1% |
| 30D | +6.4% | +2.1% | +4.3% | +5.6% |
| 3M | +7.7% | -10.3% | +17.9% | +10.9% |
| 6M | +5.5% | +3.3% | +2.2% | +3.1% |
| YTD | +77.0% | -2.0% | +79.0% | +75.2% |
| 1Y | +91.2% | -2.3% | +93.5% | +89.4% |
| 3Y | +121.5% | +49.9% | +71.6% | +85.8% |
| 5Y | +84.9% | -12.5% | +97.4% | +75.6% |
| 10Y | +469.9% | +74.3% | +395.6% | +297.5% |
| All | +469.9% | +79.7% | +390.2% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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