+468.5%
TXN vs F
+64.5%
+404.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +9.5% | -3.1% | +12.6% | +10.5% |
| 30D | +8.7% | 0.0% | +8.7% | +8.5% |
| 3M | +11.6% | -13.2% | +24.8% | +16.1% |
| 6M | +0.1% | -10.2% | +10.3% | +2.4% |
| YTD | +78.8% | -4.9% | +83.7% | +78.6% |
| 1Y | +91.2% | -6.1% | +97.3% | +91.7% |
| 3Y | +125.8% | +46.0% | +79.9% | +90.9% |
| 5Y | +83.8% | -15.7% | +99.5% | +76.5% |
| All | +468.5% | +64.5% | +404.0% | +297.9% |
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