+41.6%
TXN vs FDX
+80.8%
-39.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | -0.1% | -2.5% | +2.4% | +1.1% |
| 30D | -6.9% | +3.8% | -10.7% | -9.0% |
| 3M | -14.9% | -1.3% | -13.6% | -14.6% |
| 6M | +29.0% | +5.0% | +24.0% | +23.7% |
| YTD | +51.5% | +39.6% | +11.8% | +26.6% |
| 1Y | +41.6% | +81.1% | -39.6% | +8.4% |
| All | +41.6% | +80.8% | -39.2% | +8.4% |
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