+99.7%
TXN vs FDX
+65.6%
+34.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.7% |
| 7D | +1.0% | +8.1% | -7.1% | -2.2% |
| 30D | +6.1% | +13.9% | -7.8% | +0.6% |
| 3M | +10.4% | +5.5% | +4.8% | +7.3% |
| 6M | +12.6% | +15.1% | -2.6% | +4.5% |
| YTD | +83.5% | +43.2% | +40.3% | +54.5% |
| 1Y | +99.7% | +65.0% | +34.7% | +67.1% |
| All | +99.7% | +65.6% | +34.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling