+415.7%
TXN vs F
+80.8%
+334.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +2.3% |
| 7D | +2.7% | -4.9% | +7.5% | +4.2% |
| 30D | -6.7% | -2.9% | -3.8% | -6.0% |
| 3M | -8.9% | -9.1% | +0.2% | -6.4% |
| 6M | +34.7% | +12.9% | +21.8% | +28.1% |
| YTD | +53.3% | +6.1% | +47.2% | +48.4% |
| 1Y | +45.0% | +22.5% | +22.5% | +33.3% |
| 3Y | +73.1% | +32.1% | +41.1% | +50.8% |
| 5Y | +59.9% | +43.7% | +16.2% | +30.8% |
| 10Y | +415.7% | +84.1% | +331.5% | +249.1% |
| All | +415.7% | +80.8% | +334.9% | +249.1% |
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