+468.5%
TXN vs FDX
+155.8%
+312.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.5% |
| 7D | +9.5% | +5.2% | +4.3% | +7.1% |
| 30D | +8.7% | +11.3% | -2.6% | +3.9% |
| 3M | +11.6% | -4.1% | +15.7% | +13.3% |
| 6M | +0.1% | +9.6% | -9.5% | -4.3% |
| YTD | +78.8% | +40.9% | +37.9% | +53.1% |
| 1Y | +91.2% | +53.0% | +38.2% | +58.0% |
| 3Y | +125.8% | +74.1% | +51.7% | +70.4% |
| 5Y | +83.8% | +75.1% | +8.7% | +33.3% |
| All | +468.5% | +155.8% | +312.7% | +217.7% |
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