+393.3%
TXN vs FAST
+506.4%
-113.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +1.5% |
| 30D | -9.5% | -4.7% | -4.7% | -7.2% |
| 3M | -10.5% | +7.9% | -18.5% | -14.4% |
| 6M | +35.4% | +7.4% | +27.9% | +29.6% |
| YTD | +51.8% | +25.1% | +26.7% | +33.4% |
| 1Y | +42.9% | +4.7% | +38.3% | +37.7% |
| 3Y | +71.3% | +94.7% | -23.4% | +15.5% |
| 5Y | +58.0% | +106.8% | -48.7% | +2.2% |
| 10Y | +393.3% | +507.7% | -114.4% | +110.3% |
| All | +393.3% | +506.4% | -113.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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