+20,389.4%
TXN vs F
+639.5%
+19,749.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.4% |
| 7D | -0.1% | +5.3% | -5.4% | -1.7% |
| 30D | -6.9% | +4.6% | -11.5% | -8.4% |
| 3M | -14.9% | -3.7% | -11.3% | -14.0% |
| 6M | +29.0% | +16.8% | +12.2% | +21.6% |
| YTD | +51.5% | +15.3% | +36.2% | +43.1% |
| 1Y | +41.6% | +31.0% | +10.6% | +27.7% |
| 3Y | +65.8% | +45.4% | +20.4% | +41.0% |
| 5Y | +56.8% | +54.7% | +2.2% | +26.0% |
| 10Y | +387.5% | +98.2% | +289.2% | +236.8% |
| All | +20,389.4% | +639.5% | +19,749.8% | +6,711.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling