+400.7%
TXN vs FDX
+182.3%
+218.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +2.0% | -3.9% | +5.8% | +3.6% |
| 30D | -8.0% | -3.3% | -4.7% | -6.9% |
| 3M | -7.8% | -2.0% | -5.8% | -7.2% |
| 6M | +32.4% | +8.0% | +24.4% | +27.3% |
| YTD | +51.7% | +35.0% | +16.7% | +32.5% |
| 1Y | +44.3% | +73.7% | -29.4% | +12.9% |
| 3Y | +71.3% | +61.6% | +9.7% | +33.5% |
| 5Y | +56.4% | +65.4% | -9.0% | +16.0% |
| All | +400.7% | +182.3% | +218.4% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling