+99.7%
TXN vs FANG
+32.3%
+67.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.7% |
| 7D | +1.0% | -11.3% | +12.3% | +0.3% |
| 30D | +6.1% | -0.7% | +6.8% | +6.1% |
| 3M | +10.4% | -4.2% | +14.5% | +10.3% |
| 6M | +12.6% | -13.5% | +26.0% | +12.5% |
| YTD | +83.5% | +23.7% | +59.7% | +82.4% |
| 1Y | +99.7% | +34.3% | +65.4% | +100.0% |
| All | +99.7% | +32.3% | +67.4% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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