+400.7%
TXN vs FDS
+66.9%
+333.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.8% | +0.8% |
| 7D | +2.0% | -16.0% | +18.0% | +7.5% |
| 30D | -8.0% | -6.7% | -1.2% | -6.4% |
| 3M | -7.8% | +6.0% | -13.7% | -11.6% |
| 6M | +32.4% | +25.1% | +7.3% | +15.1% |
| YTD | +51.7% | -8.1% | +59.8% | +50.3% |
| 1Y | +44.3% | -26.0% | +70.3% | +57.7% |
| 3Y | +71.3% | -36.4% | +107.7% | +99.7% |
| 5Y | +56.4% | -27.7% | +84.2% | +66.9% |
| All | +400.7% | +66.9% | +333.8% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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