+8,455.9%
TXN vs FDS
+10,448.9%
-1,993.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +12.3% | -2.6% | +14.9% | +13.4% |
| 30D | +9.1% | +14.1% | -5.0% | +3.5% |
| 3M | +13.5% | +19.8% | -6.2% | +4.8% |
| 6M | +6.9% | +55.0% | -48.0% | -13.5% |
| YTD | +84.0% | +15.9% | +68.1% | +62.2% |
| 1Y | +95.8% | +24.2% | +71.6% | +67.2% |
| 3Y | +130.3% | -24.0% | +154.4% | +136.3% |
| 5Y | +89.2% | -23.3% | +112.5% | +91.3% |
| 10Y | +486.5% | +128.0% | +358.5% | +280.8% |
| All | +8,455.9% | +10,448.9% | -1,993.0% | +1,734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling