+89.2%
TXN vs FDS
-23.2%
+112.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | +12.3% | -2.6% | +14.9% | +12.6% |
| 30D | +9.1% | +14.1% | -5.0% | +7.5% |
| 3M | +13.5% | +19.8% | -6.2% | +11.1% |
| 6M | +6.9% | +55.0% | -48.0% | -1.5% |
| YTD | +84.0% | +15.9% | +68.1% | +85.9% |
| 1Y | +95.8% | +24.2% | +71.6% | +90.9% |
| 3Y | +130.3% | -24.0% | +154.4% | +177.9% |
| 5Y | +89.2% | -23.3% | +112.5% | +125.8% |
| All | +89.2% | -23.2% | +112.4% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling