+98.2%
TXN vs F
-2.7%
+100.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -0.5% | -2.1% | +1.6% | +0.1% |
| 30D | +10.5% | +3.3% | +7.2% | +9.5% |
| 3M | +10.7% | -11.3% | +22.0% | +14.1% |
| 6M | +5.1% | +5.3% | -0.2% | +1.4% |
| YTD | +82.5% | -2.2% | +84.7% | +75.5% |
| 1Y | +98.2% | -3.5% | +101.7% | +92.1% |
| All | +98.2% | -2.7% | +100.9% | +92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling