+70.1%
TXN vs FDS
-30.3%
+100.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | 0.0% |
| 7D | +2.2% | -5.4% | +7.6% | +2.0% |
| 30D | -9.5% | +1.6% | -11.1% | -9.4% |
| 3M | -10.5% | +17.7% | -28.3% | -9.6% |
| 6M | +35.4% | +29.1% | +6.3% | +33.9% |
| YTD | +51.8% | +1.0% | +50.8% | +63.2% |
| 1Y | +42.9% | -21.6% | +64.6% | +71.4% |
| All | +70.1% | -30.3% | +100.5% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling