+23,460.2%
TXN vs F
+533.3%
+22,926.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.4% |
| 7D | -2.1% | -0.6% | -1.4% | -1.9% |
| 30D | +4.7% | +2.9% | +1.9% | +3.7% |
| 3M | +3.9% | -9.5% | +13.4% | +6.7% |
| 6M | +3.8% | +4.0% | -0.2% | +1.3% |
| YTD | +74.2% | -1.3% | +75.4% | +72.1% |
| 1Y | +88.2% | -1.9% | +90.1% | +86.4% |
| 3Y | +124.0% | +53.5% | +70.5% | +87.5% |
| 5Y | +78.4% | -15.1% | +93.5% | +73.2% |
| 10Y | +455.6% | +81.0% | +374.6% | +293.7% |
| All | +23,460.2% | +533.3% | +22,926.9% | +8,096.3% |
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